+339.2%
CMCSA vs ET
+1,447.8%
-1,108.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.8% | -7.4% | -6.8% |
| 7D | -8.3% | +0.6% | -8.9% | -8.4% |
| 30D | -2.4% | +5.3% | -7.7% | -3.5% |
| 3M | +4.5% | +15.6% | -11.1% | +1.3% |
| 6M | -18.8% | +20.6% | -39.4% | -22.0% |
| YTD | -8.9% | +38.5% | -47.5% | -15.1% |
| 1Y | -18.3% | +35.7% | -54.0% | -23.6% |
| 3Y | -35.0% | +98.4% | -133.3% | -44.2% |
| 5Y | -48.2% | +245.3% | -293.4% | -60.8% |
| 10Y | +4.6% | +173.7% | -169.2% | -22.7% |
| All | +339.2% | +1,447.8% | -1,108.6% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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