+2,141.5%
CMCSA vs ED
+2,474.3%
-332.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +0.7% | -0.9% | +1.6% | +1.1% |
| 30D | +21.0% | +11.2% | +9.8% | +15.6% |
| 3M | -0.9% | +11.8% | -12.7% | -5.7% |
| 6M | +2.9% | +14.1% | -11.2% | -3.0% |
| YTD | -5.9% | +23.0% | -28.9% | -14.3% |
| 1Y | +2.5% | +23.7% | -21.2% | -7.0% |
| 3Y | -28.3% | +47.7% | -76.0% | -40.9% |
| 5Y | -40.8% | +82.6% | -123.4% | -56.3% |
| 10Y | +5.4% | +141.8% | -136.4% | -35.2% |
| All | +2,141.5% | +2,474.3% | -332.8% | +336.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling