-35.3%
CMCSA vs ELV
-7.6%
-27.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.4% | -6.5% |
| 7D | -8.3% | -2.2% | -6.1% | -8.1% |
| 30D | -2.4% | -0.2% | -2.2% | -2.4% |
| 3M | +4.5% | -6.1% | +10.6% | +5.1% |
| 6M | -18.8% | +42.8% | -61.6% | -22.3% |
| YTD | -8.9% | +14.4% | -23.3% | -10.9% |
| 1Y | -18.3% | +28.6% | -46.9% | -21.2% |
| All | -35.3% | -7.6% | -27.7% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 3y: compounded portfolio wealth divided by compounded ELV 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…
3y analysis · Full analysis span regression · 6 months rolling