-42.1%
CMCSA vs ED
+82.1%
-124.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | +18.6% | +11.6% | +7.1% | +15.0% |
| 3M | -1.8% | +10.5% | -12.4% | -4.6% |
| 6M | -0.7% | +13.2% | -13.9% | -4.2% |
| YTD | -7.8% | +22.1% | -30.0% | -12.9% |
| 1Y | +0.7% | +24.2% | -23.4% | -5.3% |
| 3Y | -28.0% | +46.9% | -74.9% | -37.0% |
| 5Y | -42.1% | +80.8% | -122.9% | -54.6% |
| All | -42.1% | +82.1% | -124.1% | -54.6% |
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