+4.7%
CMCSA vs EEM
+121.0%
-116.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | +3.2% | +2.7% | +0.5% | +1.9% |
| 30D | +19.5% | -5.4% | +24.9% | +22.0% |
| 3M | -2.4% | -8.6% | +6.2% | +0.9% |
| 6M | +3.8% | -8.9% | +12.7% | +6.2% |
| YTD | -5.4% | +11.9% | -17.3% | -14.3% |
| 1Y | +1.1% | +13.1% | -12.0% | -9.0% |
| 3Y | -27.1% | +70.7% | -97.8% | -49.1% |
| 5Y | -40.3% | +31.8% | -72.1% | -51.8% |
| All | +4.7% | +121.0% | -116.3% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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