-40.2%
CMCSA vs EWJ
+47.4%
-87.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.3% |
| 7D | +3.2% | +4.0% | -0.8% | +1.6% |
| 30D | +19.5% | -4.3% | +23.8% | +21.4% |
| 3M | -2.4% | -6.8% | +4.4% | +0.1% |
| 6M | +3.8% | -0.9% | +4.7% | +3.0% |
| YTD | -5.4% | +14.3% | -19.6% | -13.4% |
| 1Y | +1.1% | +15.3% | -14.2% | -8.1% |
| 3Y | -27.1% | +65.6% | -92.8% | -47.9% |
| All | -40.2% | +47.4% | -87.5% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling