+1.8%
CMCSA vs ED
+27.1%
-25.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.0% | +2.0% | +3.7% |
| 7D | +15.2% | +5.4% | +9.8% | +12.8% |
| 30D | +17.0% | +16.4% | +0.6% | +10.8% |
| 3M | +1.2% | +11.9% | -10.6% | -2.8% |
| 6M | -5.5% | +11.6% | -17.1% | -9.5% |
| YTD | -6.5% | +24.1% | -30.6% | -9.7% |
| 1Y | +1.8% | +26.9% | -25.1% | -1.5% |
| All | +1.8% | +27.1% | -25.3% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling