+1,249.9%
CMCSA vs EL
+1,850.3%
-600.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | +4.6% | +7.6% | -3.1% | +2.5% |
| 30D | +19.8% | +15.7% | +4.1% | +15.1% |
| 3M | -0.3% | +30.5% | -30.8% | -7.7% |
| 6M | +0.3% | +32.5% | -32.2% | -8.0% |
| YTD | -6.9% | +9.4% | -16.4% | -11.8% |
| 1Y | +2.6% | +28.4% | -25.8% | -7.2% |
| 3Y | -29.0% | +4.4% | -33.5% | -36.2% |
| 5Y | -42.0% | -64.5% | +22.5% | -30.4% |
| 10Y | +6.4% | +64.9% | -58.4% | -23.2% |
| All | +1,249.9% | +1,850.3% | -600.4% | +390.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling