-35.3%
CMCSA vs EFX
-12.7%
-22.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.1% | -4.6% | -6.2% |
| 7D | -8.3% | -9.4% | +1.1% | -6.4% |
| 30D | -2.4% | -6.9% | +4.5% | -1.0% |
| 3M | +4.5% | +0.1% | +4.4% | +4.5% |
| 6M | -18.8% | -17.3% | -1.4% | -16.3% |
| YTD | -8.9% | -21.8% | +12.9% | -5.5% |
| 1Y | -18.3% | -32.5% | +14.2% | -13.2% |
| All | -35.3% | -12.7% | -22.6% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling