+6.0%
CMCSA vs ETR
+298.4%
-292.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.8% |
| 7D | -5.6% | -1.9% | -3.7% | -4.9% |
| 30D | -1.9% | -0.2% | -1.7% | -1.9% |
| 3M | +6.4% | -3.7% | +10.2% | +7.6% |
| 6M | -16.9% | +2.1% | -19.0% | -18.0% |
| YTD | -6.8% | +16.5% | -23.2% | -12.5% |
| 1Y | -15.9% | +22.5% | -38.4% | -22.7% |
| 3Y | -33.4% | +144.7% | -178.1% | -54.1% |
| 5Y | -46.7% | +125.2% | -171.9% | -62.5% |
| All | +6.0% | +298.4% | -292.4% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ETR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling