-11.0%
CMCSA vs ELAN
-28.2%
+17.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.1% |
| 7D | -4.9% | -5.4% | +0.6% | -3.9% |
| 30D | -1.1% | +4.7% | -5.8% | -1.9% |
| 3M | +6.6% | -3.7% | +10.2% | +6.9% |
| 6M | -15.5% | -1.2% | -14.3% | -16.3% |
| YTD | -6.7% | +2.4% | -9.1% | -8.6% |
| 1Y | -15.6% | +23.4% | -39.0% | -20.6% |
| 3Y | -33.7% | +96.7% | -130.4% | -46.9% |
| 5Y | -46.6% | -30.6% | -16.0% | -45.3% |
| All | -11.0% | -28.2% | +17.1% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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