+5.4%
CMCSA vs ED
+141.1%
-135.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +0.7% | -0.9% | +1.6% | +1.0% |
| 30D | +21.0% | +11.2% | +9.8% | +17.0% |
| 3M | -0.9% | +11.8% | -12.7% | -4.4% |
| 6M | +2.9% | +14.1% | -11.2% | -1.5% |
| YTD | -5.9% | +23.0% | -28.9% | -12.1% |
| 1Y | +2.5% | +23.7% | -21.2% | -4.5% |
| 3Y | -28.3% | +47.7% | -76.0% | -37.9% |
| 5Y | -40.8% | +82.6% | -123.4% | -52.8% |
| 10Y | +5.4% | +141.8% | -136.4% | -19.1% |
| All | +5.4% | +141.1% | -135.7% | -19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling