-47.9%
CMCSA vs ETR
+126.1%
-174.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.4% | -6.3% |
| 7D | -8.3% | +0.4% | -8.7% | -8.4% |
| 30D | -2.4% | +2.0% | -4.5% | -3.0% |
| 3M | +4.5% | -1.7% | +6.2% | +4.8% |
| 6M | -18.8% | +3.6% | -22.3% | -19.9% |
| YTD | -8.9% | +18.0% | -27.0% | -13.8% |
| 1Y | -18.3% | +26.2% | -44.5% | -24.4% |
| 3Y | -35.0% | +148.0% | -183.0% | -53.1% |
| All | -47.9% | +126.1% | -174.0% | -62.7% |
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 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