+2,222.8%
CMCSA vs EFX
+6,208.7%
-3,985.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.5% |
| 7D | +0.1% | -7.8% | +7.9% | +3.0% |
| 30D | +3.8% | -5.7% | +9.5% | +5.9% |
| 3M | +12.3% | +2.5% | +9.8% | +10.8% |
| 6M | -15.4% | -16.7% | +1.3% | -10.6% |
| YTD | -2.5% | -20.2% | +17.7% | +3.7% |
| 1Y | -13.4% | -31.4% | +18.0% | -3.0% |
| 3Y | -30.4% | -10.5% | -19.9% | -32.2% |
| 5Y | -45.0% | -35.2% | -9.8% | -41.5% |
| 10Y | +10.2% | +40.2% | -30.0% | -18.0% |
| All | +2,222.8% | +6,208.7% | -3,985.9% | +365.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling