+6.1%
CMCSA vs EWJ
+144.4%
-138.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -1.2% |
| 7D | -4.9% | +0.3% | -5.2% | -5.0% |
| 30D | -1.1% | +0.8% | -1.8% | -1.6% |
| 3M | +6.6% | +7.5% | -0.9% | +1.2% |
| 6M | -15.5% | +15.6% | -31.1% | -24.1% |
| YTD | -6.7% | +22.7% | -29.4% | -19.9% |
| 1Y | -15.6% | +26.4% | -42.0% | -29.2% |
| 3Y | -33.7% | +72.5% | -106.2% | -56.5% |
| 5Y | -46.6% | +52.4% | -99.1% | -61.8% |
| All | +6.1% | +144.4% | -138.3% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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