-40.2%
CMCSA vs ETR
+157.6%
-197.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +3.2% | +1.2% | +2.0% | +2.8% |
| 30D | +19.5% | +7.0% | +12.5% | +17.3% |
| 3M | -2.4% | +4.6% | -7.0% | -3.6% |
| 6M | +3.8% | +0.1% | +3.7% | +3.5% |
| YTD | -5.4% | +23.2% | -28.6% | -11.5% |
| 1Y | +1.1% | +20.6% | -19.5% | -4.9% |
| 3Y | -27.1% | +156.3% | -183.4% | -48.2% |
| All | -40.2% | +157.6% | -197.7% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling