+6.4%
CMCSA vs EW
+234.0%
-227.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.1% |
| 7D | +4.6% | +9.3% | -4.7% | +2.6% |
| 30D | +19.8% | +22.1% | -2.3% | +14.8% |
| 3M | -0.3% | +13.0% | -13.3% | -3.0% |
| 6M | +0.3% | +30.1% | -29.8% | -5.4% |
| YTD | -6.9% | +22.0% | -28.9% | -11.4% |
| 1Y | +2.6% | +23.7% | -21.1% | -2.7% |
| 3Y | -29.0% | +62.0% | -91.0% | -40.2% |
| 5Y | -42.0% | -12.4% | -29.6% | -43.0% |
| 10Y | +6.4% | +236.1% | -229.6% | -18.0% |
| All | +6.4% | +234.0% | -227.6% | -18.0% |
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