-33.7%
CMCSA vs EQX
+168.9%
-202.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | -4.9% | -3.2% | -1.7% | -4.9% |
| 30D | -1.1% | +7.8% | -8.8% | -1.1% |
| 3M | +6.6% | +21.3% | -14.8% | +6.6% |
| 6M | -15.5% | -22.4% | +6.9% | -15.2% |
| YTD | -6.7% | -11.3% | +4.6% | -6.5% |
| 1Y | -15.6% | +13.5% | -29.1% | -15.8% |
| 3Y | -33.7% | +162.1% | -195.8% | -36.2% |
| All | -33.7% | +168.9% | -202.6% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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