+250.7%
CMCSA vs ELV
+2,594.5%
-2,343.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.2% | +1.0% | +2.2% | +2.8% |
| 30D | +19.5% | +0.4% | +19.2% | +19.4% |
| 3M | -2.4% | +8.4% | -10.8% | -5.0% |
| 6M | +3.8% | +8.4% | -4.6% | +0.3% |
| YTD | -5.4% | +24.4% | -29.7% | -13.7% |
| 1Y | +1.1% | +33.5% | -32.4% | -10.1% |
| 3Y | -27.1% | -2.1% | -25.0% | -30.4% |
| 5Y | -40.3% | +5.8% | -46.1% | -45.7% |
| 10Y | +6.0% | +268.9% | -262.9% | -43.6% |
| All | +250.7% | +2,594.5% | -2,343.7% | -26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling