-27.1%
CMCSA vs ETR
+155.2%
-182.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +3.2% | +1.2% | +2.0% | +2.9% |
| 30D | +19.5% | +7.0% | +12.5% | +17.9% |
| 3M | -2.4% | +4.6% | -7.0% | -3.3% |
| 6M | +3.8% | +0.1% | +3.7% | +3.6% |
| YTD | -5.4% | +23.2% | -28.6% | -10.1% |
| 1Y | +1.1% | +20.6% | -19.5% | -3.4% |
| 3Y | -27.1% | +156.3% | -183.4% | -45.7% |
| All | -27.1% | +155.2% | -182.3% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling