-46.7%
CMCSA vs EFV
+94.1%
-140.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -5.6% | -2.0% | -3.6% | -4.4% |
| 30D | -1.9% | -0.2% | -1.7% | -1.7% |
| 3M | +6.4% | +9.1% | -2.7% | +0.9% |
| 6M | -16.9% | +11.7% | -28.6% | -22.7% |
| YTD | -6.8% | +17.0% | -23.8% | -16.2% |
| 1Y | -15.9% | +26.7% | -42.6% | -28.3% |
| 3Y | -33.4% | +90.2% | -123.6% | -57.2% |
| 5Y | -46.7% | +96.1% | -142.8% | -67.6% |
| All | -46.7% | +94.1% | -140.8% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling