+6.1%
CMCSA vs EFX
+42.6%
-36.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -4.9% | -4.5% | -0.3% | -3.6% |
| 30D | -1.1% | -6.1% | +5.0% | +0.6% |
| 3M | +6.6% | +6.2% | +0.4% | +4.6% |
| 6M | -15.5% | -11.2% | -4.3% | -13.2% |
| YTD | -6.7% | -21.4% | +14.7% | -1.5% |
| 1Y | -15.6% | -34.3% | +18.7% | -6.4% |
| 3Y | -33.7% | -12.5% | -21.2% | -34.8% |
| 5Y | -46.6% | -35.6% | -11.1% | -43.9% |
| All | +6.1% | +42.6% | -36.5% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling