+4.7%
CMCSA vs EW
+254.3%
-249.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.2% |
| 7D | +3.2% | +4.9% | -1.7% | +2.1% |
| 30D | +19.5% | +23.9% | -4.4% | +14.1% |
| 3M | -2.4% | +15.8% | -18.2% | -5.5% |
| 6M | +3.8% | +31.7% | -27.8% | -2.4% |
| YTD | -5.4% | +25.7% | -31.1% | -10.6% |
| 1Y | +1.1% | +24.4% | -23.3% | -4.2% |
| 3Y | -27.1% | +65.9% | -93.0% | -38.9% |
| 5Y | -40.3% | -7.6% | -32.7% | -42.1% |
| All | +4.7% | +254.3% | -249.6% | -20.9% |
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