+4.6%
CMCSA vs EW
+121.7%
-117.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -6.0% | -6.5% |
| 7D | -8.3% | -5.1% | -3.2% | -7.2% |
| 30D | -2.4% | -6.4% | +3.9% | -1.0% |
| 3M | +4.5% | -1.6% | +6.1% | +4.8% |
| 6M | -18.8% | +2.3% | -21.0% | -19.5% |
| YTD | -8.9% | +1.1% | -10.0% | -9.7% |
| 1Y | -18.3% | +8.0% | -26.3% | -20.3% |
| 3Y | -35.0% | +16.3% | -51.3% | -40.4% |
| 5Y | -48.2% | -29.4% | -18.7% | -46.6% |
| 10Y | +4.6% | +125.6% | -121.0% | -16.9% |
| All | +4.6% | +121.7% | -117.1% | -16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling