+3.6%
CMCSA vs ELF
+373.0%
-369.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.5% |
| 7D | -0.6% | +3.4% | -4.0% | -1.0% |
| 30D | +18.8% | +5.0% | +13.8% | +18.1% |
| 3M | -1.1% | +22.6% | -23.7% | -3.3% |
| 6M | +2.5% | +104.0% | -101.4% | -4.9% |
| YTD | -6.7% | +49.3% | -56.0% | -11.4% |
| 1Y | 0.0% | +46.0% | -46.1% | -4.9% |
| 3Y | -28.9% | +19.4% | -48.3% | -35.9% |
| 5Y | -41.1% | +262.0% | -303.2% | -56.1% |
| 10Y | +4.5% | +320.5% | -316.0% | -30.4% |
| All | +3.6% | +373.0% | -369.4% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling