-45.0%
CMCSA vs ELF
+239.6%
-284.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.3% |
| 7D | +0.1% | -1.2% | +1.3% | +0.2% |
| 30D | +3.8% | +5.9% | -2.1% | +3.3% |
| 3M | +12.3% | +99.5% | -87.2% | +6.9% |
| 6M | -15.4% | +26.5% | -41.9% | -17.2% |
| YTD | -2.5% | +37.2% | -39.7% | -5.4% |
| 1Y | -13.4% | -24.4% | +11.0% | -13.1% |
| 3Y | -30.4% | -23.3% | -7.0% | -33.9% |
| 5Y | -45.0% | +245.2% | -290.2% | -63.8% |
| All | -45.0% | +239.6% | -284.6% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling