-40.2%
CMCSA vs ELV
+5.9%
-46.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.2% | +1.0% | +2.2% | +3.0% |
| 30D | +19.5% | +0.4% | +19.2% | +19.5% |
| 3M | -2.4% | +8.4% | -10.8% | -3.6% |
| 6M | +3.8% | +8.4% | -4.6% | +2.2% |
| YTD | -5.4% | +24.4% | -29.7% | -9.3% |
| 1Y | +1.1% | +33.5% | -32.4% | -4.4% |
| 3Y | -27.1% | -2.1% | -25.0% | -28.0% |
| All | -40.2% | +5.9% | -46.1% | -43.5% |
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