-15.6%
CMCSA vs EIX
+6.9%
-22.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | -4.9% | -1.4% | -3.5% | -4.7% |
| 30D | -1.1% | -19.3% | +18.2% | +1.1% |
| 3M | +6.6% | -21.7% | +28.2% | +9.0% |
| 6M | -15.5% | -19.8% | +4.4% | -14.3% |
| YTD | -6.7% | -3.0% | -3.6% | -10.5% |
| 1Y | -15.6% | +5.1% | -20.7% | -22.3% |
| All | -15.6% | +6.9% | -22.5% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling