-12.7%
CMCSA vs ED
+12.4%
-25.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.1% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | +7.0% | -0.1% | +7.2% | +7.0% |
| 3M | +15.1% | +3.9% | +11.2% | +13.4% |
| 6M | -15.4% | -3.0% | -12.3% | -15.1% |
| YTD | -1.9% | +10.7% | -12.6% | -2.9% |
| 1Y | -12.7% | +13.3% | -26.1% | -14.3% |
| All | -12.7% | +12.4% | -25.1% | -14.3% |
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