-17.8%
CMCSA vs ETR
+26.4%
-44.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.4% | -6.6% |
| 7D | -8.3% | +0.4% | -8.7% | -8.3% |
| 30D | -2.4% | +2.0% | -4.5% | -2.5% |
| 3M | +4.5% | -1.7% | +6.2% | +4.4% |
| 6M | -18.8% | +3.6% | -22.3% | -18.4% |
| YTD | -8.9% | +18.0% | -27.0% | -8.0% |
| All | -17.8% | +26.4% | -44.2% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling