-40.8%
CMCSA vs EMB
+7.9%
-48.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +0.7% | -0.4% | +1.1% | +1.0% |
| 30D | +21.0% | +1.1% | +19.9% | +20.0% |
| 3M | -0.9% | -2.0% | +1.1% | +0.6% |
| 6M | +2.9% | -1.9% | +4.8% | +4.5% |
| YTD | -5.9% | -0.5% | -5.4% | -5.6% |
| 1Y | +2.5% | +0.1% | +2.4% | +2.3% |
| 3Y | -28.3% | +29.7% | -57.9% | -41.3% |
| 5Y | -40.8% | +8.1% | -48.9% | -47.3% |
| All | -40.8% | +7.9% | -48.7% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling