-45.0%
CMCSA vs EW
-28.5%
-16.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.1% |
| 7D | +0.1% | -4.4% | +4.5% | +0.8% |
| 30D | +3.8% | -3.3% | +7.2% | +4.3% |
| 3M | +12.3% | +1.0% | +11.3% | +12.1% |
| 6M | -15.4% | +6.2% | -21.6% | -16.3% |
| YTD | -2.5% | +1.7% | -4.2% | -3.0% |
| 1Y | -13.4% | +8.1% | -21.5% | -14.8% |
| 3Y | -30.4% | +17.1% | -47.4% | -35.6% |
| 5Y | -45.0% | -29.4% | -15.7% | -45.8% |
| All | -45.0% | -28.5% | -16.5% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling