-30.4%
CMCSA vs EMB
+30.2%
-60.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +0.1% | +0.3% | -0.2% | -0.1% |
| 30D | +3.8% | -0.5% | +4.3% | +4.2% |
| 3M | +12.3% | +0.3% | +12.0% | +12.1% |
| 6M | -15.4% | +1.2% | -16.6% | -16.2% |
| YTD | -2.5% | +1.5% | -4.0% | -3.6% |
| 1Y | -13.4% | +4.8% | -18.2% | -16.5% |
| 3Y | -30.4% | +30.4% | -60.7% | -42.7% |
| All | -30.4% | +30.2% | -60.5% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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