-15.9%
CMCSA vs EL
+11.6%
-27.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.6% |
| 7D | -5.6% | -4.4% | -1.2% | -5.2% |
| 30D | -1.9% | +10.3% | -12.1% | -2.8% |
| 3M | +6.4% | +13.4% | -6.9% | +5.2% |
| 6M | -16.9% | +3.1% | -20.0% | -17.2% |
| YTD | -6.8% | -6.9% | +0.1% | -7.8% |
| 1Y | -15.9% | +11.9% | -27.8% | -17.8% |
| All | -15.9% | +11.6% | -27.5% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling