-40.2%
CMCSA vs EFX
-30.1%
-10.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.3% |
| 7D | +3.2% | -0.8% | +3.9% | +3.4% |
| 30D | +19.5% | +25.1% | -5.6% | +12.8% |
| 3M | -2.4% | +1.7% | -4.1% | -3.1% |
| 6M | +3.8% | +18.4% | -14.5% | -0.8% |
| YTD | -5.4% | -12.5% | +7.1% | -3.6% |
| 1Y | +1.1% | -8.1% | +9.2% | +1.7% |
| 3Y | -27.1% | +4.8% | -31.9% | -32.3% |
| All | -40.2% | -30.1% | -10.0% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling