+6.0%
CMCSA vs EWT
+512.3%
-506.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +3.2% |
| 7D | -5.6% | -1.1% | -4.5% | -5.2% |
| 30D | -1.9% | +4.8% | -6.7% | -3.7% |
| 3M | +6.4% | +11.1% | -4.7% | +1.2% |
| 6M | -16.9% | +54.6% | -71.6% | -32.3% |
| YTD | -6.8% | +71.4% | -78.2% | -27.9% |
| 1Y | -15.9% | +82.1% | -98.0% | -37.0% |
| 3Y | -33.4% | +193.2% | -226.7% | -62.3% |
| 5Y | -46.7% | +146.1% | -192.8% | -67.2% |
| All | +6.0% | +512.3% | -506.4% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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