+2,095.8%
CMCSA vs ED
+2,457.0%
-361.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +2.7% | -0.1% | +2.8% | +2.8% |
| 30D | +18.6% | +11.6% | +7.1% | +13.2% |
| 3M | -1.8% | +10.5% | -12.4% | -6.1% |
| 6M | -0.7% | +13.2% | -13.9% | -6.1% |
| YTD | -7.8% | +22.1% | -30.0% | -15.8% |
| 1Y | +0.7% | +24.2% | -23.4% | -8.7% |
| 3Y | -28.0% | +46.9% | -74.9% | -40.5% |
| 5Y | -42.1% | +80.8% | -122.9% | -57.1% |
| 10Y | +8.2% | +134.3% | -126.1% | -32.6% |
| All | +2,095.8% | +2,457.0% | -361.2% | +328.7% |
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