+237.8%
CMCSA vs EFA
+392.1%
-154.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | +0.1% | +1.2% | -1.1% | -0.9% |
| 30D | +3.8% | -0.7% | +4.6% | +4.4% |
| 3M | +12.3% | +6.4% | +5.9% | +6.3% |
| 6M | -15.4% | +11.4% | -26.8% | -23.5% |
| YTD | -2.5% | +14.0% | -16.5% | -13.8% |
| 1Y | -13.4% | +20.2% | -33.6% | -26.9% |
| 3Y | -30.4% | +68.2% | -98.6% | -56.2% |
| 5Y | -45.0% | +54.8% | -99.8% | -63.4% |
| 10Y | +10.2% | +142.4% | -132.2% | -50.5% |
| All | +237.8% | +392.1% | -154.3% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling