-28.0%
CMCSA vs EW
+57.6%
-85.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.5% |
| 7D | +2.7% | +12.3% | -9.6% | +2.6% |
| 30D | +18.6% | +22.9% | -4.2% | +18.5% |
| 3M | -1.8% | +16.7% | -18.6% | -2.0% |
| 6M | -0.7% | +31.0% | -31.6% | -0.7% |
| YTD | -7.8% | +22.8% | -30.6% | -7.8% |
| 1Y | +0.7% | +25.6% | -24.8% | +0.8% |
| 3Y | -28.0% | +62.0% | -89.9% | -32.7% |
| All | -28.0% | +57.6% | -85.6% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling