-30.4%
CMCSA vs EIX
0.0%
-30.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.1% | -1.4% |
| 7D | +0.1% | +0.9% | -0.8% | -0.1% |
| 30D | +3.8% | -13.5% | +17.4% | +5.7% |
| 3M | +12.3% | -15.3% | +27.6% | +14.6% |
| 6M | -15.4% | -15.3% | -0.1% | -13.7% |
| YTD | -2.5% | +2.7% | -5.2% | -5.2% |
| 1Y | -13.4% | +17.4% | -30.8% | -18.5% |
| 3Y | -30.4% | -1.3% | -29.0% | -34.5% |
| All | -30.4% | 0.0% | -30.3% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling