+2,121.8%
CMCSA vs EIX
+1,171.7%
+950.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -0.6% | -1.5% | +0.9% | -0.2% |
| 30D | +18.8% | +8.1% | +10.6% | +16.4% |
| 3M | -1.1% | -12.1% | +11.0% | +0.9% |
| 6M | +2.5% | -13.4% | +16.0% | +4.7% |
| YTD | -6.7% | +5.6% | -12.3% | -9.8% |
| 1Y | 0.0% | +7.8% | -7.9% | -3.9% |
| 3Y | -28.9% | +9.8% | -38.7% | -33.1% |
| 5Y | -41.1% | +18.8% | -60.0% | -46.2% |
| 10Y | +4.5% | +34.4% | -30.0% | -11.2% |
| All | +2,121.8% | +1,171.7% | +950.1% | +718.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling