+1.8%
CMCSA vs EFA
+16.9%
-15.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.4% | +4.6% |
| 7D | +15.2% | +2.0% | +13.2% | +14.8% |
| 30D | +17.0% | +1.6% | +15.4% | +16.6% |
| 3M | +1.2% | -1.5% | +2.7% | +1.4% |
| 6M | -5.5% | +6.6% | -12.2% | -6.4% |
| YTD | -6.5% | +11.8% | -18.4% | -9.4% |
| 1Y | +1.8% | +16.9% | -15.1% | -4.7% |
| All | +1.8% | +16.9% | -15.1% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 1y: compounded portfolio wealth divided by compounded EFA 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…
1y analysis · Full analysis span regression · 6 months rolling