+354.5%
CMCSA vs EMB
+128.3%
+226.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +0.7% | -0.4% | +1.1% | +0.9% |
| 30D | +21.0% | +1.5% | +19.5% | +19.9% |
| 3M | -0.9% | -1.6% | +0.6% | +0.1% |
| 6M | +2.9% | -1.5% | +4.4% | +3.9% |
| YTD | -5.9% | -0.1% | -5.8% | -5.9% |
| 1Y | +2.5% | +0.5% | +1.9% | +2.1% |
| 3Y | -28.3% | +30.2% | -58.5% | -39.4% |
| 5Y | -40.8% | +8.6% | -49.4% | -44.3% |
| 10Y | +5.4% | +36.9% | -31.5% | -11.1% |
| All | +354.5% | +128.3% | +226.1% | +264.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling