+306.3%
CMCSA vs EFV
+256.4%
+49.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | +0.1% | +1.0% | -0.9% | -0.6% |
| 30D | +3.8% | +0.2% | +3.7% | +3.7% |
| 3M | +12.3% | +9.6% | +2.7% | +4.7% |
| 6M | -15.4% | +14.0% | -29.4% | -23.9% |
| YTD | -2.5% | +18.5% | -20.9% | -14.9% |
| 1Y | -13.4% | +27.9% | -41.3% | -28.7% |
| 3Y | -30.4% | +92.4% | -122.8% | -58.4% |
| 5Y | -45.0% | +97.2% | -142.2% | -68.1% |
| 10Y | +10.2% | +163.0% | -152.8% | -49.5% |
| All | +306.3% | +256.4% | +49.9% | +39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling