-48.2%
CMCSA vs EWT
+152.9%
-201.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.2% | -6.8% | -6.6% |
| 7D | -8.3% | +2.1% | -10.4% | -8.7% |
| 30D | -2.4% | +9.4% | -11.8% | -4.3% |
| 3M | +4.5% | +10.9% | -6.4% | +1.7% |
| 6M | -18.8% | +57.9% | -76.7% | -29.4% |
| YTD | -8.9% | +75.9% | -84.9% | -24.0% |
| 1Y | -18.3% | +89.7% | -108.0% | -33.9% |
| 3Y | -35.0% | +200.9% | -235.8% | -58.7% |
| 5Y | -48.2% | +154.5% | -202.7% | -65.7% |
| All | -48.2% | +152.9% | -201.0% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling