+6.0%
CMCSA vs EQT
+52.9%
-46.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | -5.6% | -1.2% | -4.4% | -5.4% |
| 30D | -1.9% | +1.1% | -3.0% | -2.0% |
| 3M | +6.4% | +4.8% | +1.6% | +5.9% |
| 6M | -16.9% | -10.6% | -6.3% | -16.2% |
| YTD | -6.8% | +3.4% | -10.2% | -7.4% |
| 1Y | -15.9% | +8.7% | -24.6% | -16.9% |
| 3Y | -33.4% | +35.0% | -68.4% | -36.4% |
| 5Y | -46.7% | +204.2% | -250.9% | -53.4% |
| All | +6.0% | +52.9% | -46.9% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 10y: compounded portfolio wealth divided by compounded EQT 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…
10y analysis · Full analysis span regression · 6 months rolling