+2,236.9%
CMCSA vs ETR
+4,412.2%
-2,175.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -2.1% | +1.4% | -3.5% | -2.6% |
| 30D | +7.0% | +1.0% | +6.0% | +6.6% |
| 3M | +15.1% | -1.3% | +16.3% | +15.3% |
| 6M | -15.4% | +1.9% | -17.2% | -16.4% |
| YTD | -1.9% | +18.2% | -20.1% | -8.2% |
| 1Y | -12.7% | +24.7% | -37.4% | -20.0% |
| 3Y | -31.0% | +150.7% | -181.7% | -51.5% |
| 5Y | -46.1% | +127.0% | -173.1% | -61.2% |
| 10Y | +10.8% | +295.5% | -284.6% | -36.1% |
| All | +2,236.9% | +4,412.2% | -2,175.4% | +593.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling