+5.4%
CMCSA vs EL
+63.7%
-58.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | +21.0% | +12.3% | +8.7% | +18.0% |
| 3M | -0.9% | +28.4% | -29.3% | -6.4% |
| 6M | +2.9% | +36.7% | -33.8% | -4.4% |
| YTD | -5.9% | +8.4% | -14.3% | -9.5% |
| 1Y | +2.5% | +25.4% | -23.0% | -4.7% |
| 3Y | -28.3% | +3.4% | -31.7% | -33.6% |
| 5Y | -40.8% | -64.8% | +24.0% | -25.3% |
| 10Y | +5.4% | +63.0% | -57.6% | -10.9% |
| All | +5.4% | +63.7% | -58.3% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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