-46.7%
CMCSA vs EFX
-37.1%
-9.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -5.6% | -11.1% | +5.6% | -2.8% |
| 30D | -1.9% | -7.4% | +5.5% | 0.0% |
| 3M | +6.4% | +1.5% | +5.0% | +5.9% |
| 6M | -16.9% | -13.7% | -3.2% | -14.4% |
| YTD | -6.8% | -21.9% | +15.1% | -2.1% |
| 1Y | -15.9% | -30.8% | +14.9% | -9.2% |
| 3Y | -33.4% | -12.4% | -21.1% | -34.9% |
| 5Y | -46.7% | -35.9% | -10.8% | -47.0% |
| All | -46.7% | -37.1% | -9.6% | -47.0% |
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