-46.7%
CMCSA vs ELV
+19.4%
-66.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.6% | +1.6% |
| 7D | -5.6% | +0.4% | -6.0% | -5.6% |
| 30D | -1.9% | +6.7% | -8.6% | -2.9% |
| 3M | +6.4% | +3.0% | +3.5% | +5.7% |
| 6M | -16.9% | +48.0% | -64.9% | -22.4% |
| YTD | -6.8% | +20.0% | -26.8% | -10.2% |
| 1Y | -15.9% | +37.9% | -53.8% | -21.0% |
| 3Y | -33.4% | -2.8% | -30.6% | -34.4% |
| 5Y | -46.7% | +24.8% | -71.5% | -52.9% |
| All | -46.7% | +19.4% | -66.1% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling