-13.2%
CMCSA vs ELAN
-27.0%
+13.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.8% | -4.9% | -6.3% |
| 7D | -8.3% | -4.6% | -3.7% | -7.5% |
| 30D | -2.4% | +5.7% | -8.1% | -3.4% |
| 3M | +4.5% | -3.9% | +8.4% | +4.9% |
| 6M | -18.8% | -1.6% | -17.1% | -19.5% |
| YTD | -8.9% | +4.1% | -13.0% | -11.0% |
| 1Y | -18.3% | +25.5% | -43.8% | -23.4% |
| 3Y | -35.0% | +103.2% | -138.2% | -48.2% |
| 5Y | -48.2% | -29.8% | -18.4% | -47.0% |
| All | -13.2% | -27.0% | +13.8% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling