+2,069.3%
CMCSA vs ETN
+20,265.8%
-18,196.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.6% | -5.0% | -6.0% |
| 7D | -8.3% | +6.2% | -14.5% | -10.3% |
| 30D | -2.4% | -6.7% | +4.3% | -0.2% |
| 3M | +4.5% | +3.6% | +0.9% | +1.2% |
| 6M | -18.8% | +18.3% | -37.1% | -25.8% |
| YTD | -8.9% | +31.5% | -40.4% | -20.6% |
| 1Y | -18.3% | +20.6% | -38.9% | -27.0% |
| 3Y | -35.0% | +82.5% | -117.5% | -53.0% |
| 5Y | -48.2% | +177.8% | -225.9% | -69.0% |
| 10Y | +4.6% | +705.0% | -700.5% | -61.0% |
| All | +2,069.3% | +20,265.8% | -18,196.5% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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