-33.8%
CMCSA vs EEM
+83.8%
-117.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.5% | +2.6% |
| 7D | -5.6% | -0.7% | -4.9% | -5.5% |
| 30D | -1.9% | +2.4% | -4.3% | -2.2% |
| 3M | +6.4% | +4.2% | +2.3% | +5.5% |
| 6M | -16.9% | +14.8% | -31.7% | -19.9% |
| YTD | -6.8% | +23.1% | -29.9% | -12.6% |
| 1Y | -15.9% | +32.5% | -48.4% | -23.4% |
| All | -33.8% | +83.8% | -117.6% | -50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling