+1,612.8%
CMCSA vs EME
+62,686.5%
-61,073.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.2% |
| 7D | +0.1% | +5.2% | -5.0% | -1.2% |
| 30D | +3.8% | -5.4% | +9.2% | +5.0% |
| 3M | +12.3% | -6.1% | +18.4% | +12.3% |
| 6M | -15.4% | +9.7% | -25.0% | -19.2% |
| YTD | -2.5% | +26.6% | -29.1% | -10.8% |
| 1Y | -13.4% | +24.6% | -38.0% | -21.2% |
| 3Y | -30.4% | +249.6% | -279.9% | -54.2% |
| 5Y | -45.0% | +556.6% | -601.6% | -70.1% |
| 10Y | +10.2% | +1,286.6% | -1,276.4% | -53.0% |
| All | +1,612.8% | +62,686.5% | -61,073.7% | +343.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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