-27.1%
CMCSA vs EWJ
+66.4%
-93.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.4% |
| 7D | +3.2% | +4.0% | -0.8% | +2.2% |
| 30D | +19.5% | -4.3% | +23.8% | +20.7% |
| 3M | -2.4% | -6.8% | +4.4% | -0.8% |
| 6M | +3.8% | -0.9% | +4.7% | +3.2% |
| YTD | -5.4% | +14.3% | -19.6% | -11.7% |
| 1Y | +1.1% | +15.3% | -14.2% | -6.1% |
| 3Y | -27.1% | +65.6% | -92.8% | -41.9% |
| All | -27.1% | +66.4% | -93.6% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling