-47.9%
CMCSA vs EWJ
+48.4%
-96.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.0% | -5.6% | -6.2% |
| 7D | -8.3% | +1.0% | -9.3% | -8.7% |
| 30D | -2.4% | +1.0% | -3.4% | -2.9% |
| 3M | +4.5% | +7.2% | -2.7% | +0.7% |
| 6M | -18.8% | +13.9% | -32.6% | -24.5% |
| YTD | -8.9% | +20.8% | -29.7% | -18.3% |
| 1Y | -18.3% | +26.4% | -44.7% | -28.8% |
| 3Y | -35.0% | +71.8% | -106.7% | -53.8% |
| All | -47.9% | +48.4% | -96.4% | -61.6% |
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