-12.7%
CMCSA vs EFV
+30.7%
-43.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.1% | +1.5% | -3.6% | -2.5% |
| 30D | +7.0% | +1.7% | +5.3% | +6.6% |
| 3M | +15.1% | +8.6% | +6.5% | +12.7% |
| 6M | -15.4% | +11.7% | -27.0% | -17.4% |
| YTD | -1.9% | +19.3% | -21.2% | -9.1% |
| 1Y | -12.7% | +30.2% | -42.9% | -24.6% |
| All | -12.7% | +30.7% | -43.4% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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