+1.2%
CMCSA vs ELF
+317.0%
-315.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.1% | -2.6% | -6.2% |
| 7D | -8.3% | -6.8% | -1.5% | -7.6% |
| 30D | -2.4% | +5.1% | -7.5% | -3.0% |
| 3M | +4.5% | +79.8% | -75.3% | -1.5% |
| 6M | -18.8% | +29.7% | -48.5% | -21.3% |
| YTD | -8.9% | +31.6% | -40.5% | -12.3% |
| 1Y | -18.3% | -27.9% | +9.6% | -17.4% |
| 3Y | -35.0% | -26.4% | -8.5% | -37.8% |
| 5Y | -48.2% | +235.6% | -283.8% | -61.1% |
| All | +1.2% | +317.0% | -315.8% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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