+4.6%
CMCSA vs EIX
+19.9%
-15.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.2% | -3.4% | -5.8% |
| 7D | -8.3% | +4.1% | -12.4% | -9.2% |
| 30D | -2.4% | -15.3% | +12.9% | +0.6% |
| 3M | +4.5% | -18.4% | +22.9% | +8.6% |
| 6M | -18.8% | -16.8% | -1.9% | -16.1% |
| YTD | -8.9% | -0.6% | -8.4% | -10.8% |
| 1Y | -18.3% | +10.7% | -29.0% | -22.4% |
| 3Y | -35.0% | -4.5% | -30.5% | -36.9% |
| 5Y | -48.2% | +24.0% | -72.2% | -53.8% |
| 10Y | +4.6% | +22.9% | -18.4% | -10.1% |
| All | +4.6% | +19.9% | -15.4% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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