+1.1%
CMCSA vs EWT
+56.8%
-55.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.5% |
| 7D | +3.2% | +9.1% | -6.0% | +5.0% |
| 30D | +19.5% | -12.2% | +31.7% | +16.7% |
| 3M | -2.4% | -9.4% | +7.0% | -4.0% |
| 6M | +3.8% | +2.7% | +1.2% | +4.7% |
| YTD | -5.4% | +53.3% | -58.7% | -1.4% |
| 1Y | +1.1% | +59.2% | -58.1% | +5.4% |
| All | +1.1% | +56.8% | -55.6% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling