-48.2%
CMCSA vs EEM
+47.0%
-95.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -6.5% |
| 7D | -8.3% | +2.0% | -10.3% | -8.8% |
| 30D | -2.4% | +5.1% | -7.5% | -3.8% |
| 3M | +4.5% | +4.6% | -0.1% | +2.5% |
| 6M | -18.8% | +17.8% | -36.5% | -24.5% |
| YTD | -8.9% | +25.8% | -34.8% | -18.2% |
| 1Y | -18.3% | +36.4% | -54.7% | -29.5% |
| 3Y | -35.0% | +90.0% | -125.0% | -53.3% |
| 5Y | -48.2% | +46.6% | -94.7% | -58.4% |
| All | -48.2% | +47.0% | -95.2% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling