+1,288.2%
CMCSA vs EWJ
+139.6%
+1,148.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.3% |
| 7D | +3.2% | +4.0% | -0.8% | +0.9% |
| 30D | +19.5% | -4.3% | +23.8% | +22.0% |
| 3M | -2.4% | -6.8% | +4.4% | +0.9% |
| 6M | +3.8% | -0.9% | +4.7% | +2.9% |
| YTD | -5.4% | +14.3% | -19.6% | -14.2% |
| 1Y | +1.1% | +15.3% | -14.2% | -8.8% |
| 3Y | -27.1% | +65.6% | -92.8% | -47.3% |
| 5Y | -40.3% | +47.5% | -87.7% | -54.1% |
| 10Y | +6.0% | +126.2% | -120.2% | -35.8% |
| All | +1,288.2% | +139.6% | +1,148.6% | +591.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling