-30.4%
CMCSA vs EW
+14.1%
-44.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.5% |
| 7D | +0.1% | -4.4% | +4.5% | +0.3% |
| 30D | +3.8% | -3.3% | +7.2% | +4.0% |
| 3M | +12.3% | +1.0% | +11.3% | +12.3% |
| 6M | -15.4% | +6.2% | -21.6% | -15.5% |
| YTD | -2.5% | +1.7% | -4.2% | -2.4% |
| 1Y | -13.4% | +8.1% | -21.5% | -13.6% |
| 3Y | -30.4% | +17.1% | -47.4% | -37.6% |
| All | -30.4% | +14.1% | -44.5% | -37.6% |
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