+1,322.7%
CMCSA vs EL
+1,685.7%
-363.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.4% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | +7.0% | +19.8% | -12.8% | +1.5% |
| 3M | +15.1% | +25.7% | -10.6% | +7.7% |
| 6M | -15.4% | +5.4% | -20.8% | -17.9% |
| YTD | -1.9% | +0.2% | -2.1% | -4.6% |
| 1Y | -12.7% | +20.4% | -33.2% | -19.8% |
| 3Y | -31.0% | -32.1% | +1.1% | -30.2% |
| 5Y | -46.1% | -67.2% | +21.1% | -34.0% |
| 10Y | +10.8% | +31.7% | -20.9% | -14.5% |
| All | +1,322.7% | +1,685.7% | -363.0% | +430.9% |
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 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