-46.7%
CMCSA vs EFA
+51.0%
-97.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.8% |
| 7D | -5.6% | -2.4% | -3.2% | -4.2% |
| 30D | -1.9% | -2.2% | +0.4% | -0.6% |
| 3M | +6.4% | +5.7% | +0.8% | +2.8% |
| 6M | -16.9% | +8.2% | -25.1% | -21.3% |
| YTD | -6.8% | +11.8% | -18.6% | -13.8% |
| 1Y | -15.9% | +18.3% | -34.2% | -25.2% |
| 3Y | -33.4% | +64.9% | -98.3% | -53.3% |
| 5Y | -46.7% | +52.4% | -99.1% | -61.8% |
| All | -46.7% | +51.0% | -97.7% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling