-27.1%
CMCSA vs EWT
+157.5%
-184.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.5% |
| 7D | +3.2% | +9.1% | -6.0% | +3.2% |
| 30D | +19.5% | -12.2% | +31.7% | +19.7% |
| 3M | -2.4% | -9.4% | +7.0% | -2.4% |
| 6M | +3.8% | +2.7% | +1.2% | +2.5% |
| YTD | -5.4% | +53.3% | -58.7% | -12.9% |
| 1Y | +1.1% | +59.2% | -58.1% | -7.7% |
| 3Y | -27.1% | +157.1% | -184.2% | -42.0% |
| All | -27.1% | +157.5% | -184.6% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling