-44.5%
CMCSA vs ED
+67.6%
-112.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | +3.8% | +1.1% | +2.7% | +3.5% |
| 3M | +12.3% | +4.6% | +7.7% | +10.8% |
| 6M | -15.4% | -2.0% | -13.4% | -15.0% |
| YTD | -2.5% | +11.7% | -14.2% | -5.5% |
| 1Y | -13.4% | +15.7% | -29.1% | -17.0% |
| 3Y | -30.4% | +34.4% | -64.7% | -37.6% |
| All | -44.5% | +67.6% | -112.1% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling