+1.8%
CMCSA vs EW
+19.7%
-17.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.4% | +0.6% | +4.8% |
| 7D | +15.2% | +8.3% | +6.9% | +15.0% |
| 30D | +17.0% | +13.9% | +3.1% | +16.8% |
| 3M | +1.2% | +10.9% | -9.7% | +1.2% |
| 6M | -5.5% | +19.2% | -24.8% | -5.1% |
| YTD | -6.5% | +16.6% | -23.1% | -4.7% |
| 1Y | +1.8% | +18.1% | -16.3% | +3.2% |
| All | +1.8% | +19.7% | -17.8% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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