+215.3%
CMCSA vs EW
+8,139.5%
-7,924.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.1% |
| 7D | +2.7% | +12.3% | -9.6% | 0.0% |
| 30D | +18.6% | +22.9% | -4.2% | +13.1% |
| 3M | -1.8% | +16.7% | -18.6% | -5.4% |
| 6M | -0.7% | +31.0% | -31.6% | -6.9% |
| YTD | -7.8% | +22.8% | -30.6% | -12.8% |
| 1Y | +0.7% | +25.6% | -24.8% | -5.3% |
| 3Y | -28.0% | +62.0% | -89.9% | -38.8% |
| 5Y | -42.1% | -12.8% | -29.3% | -43.7% |
| 10Y | +8.2% | +239.8% | -231.6% | -26.8% |
| All | +215.3% | +8,139.5% | -7,924.2% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling