+264.2%
CMCSA vs EWT
+594.1%
-329.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.4% |
| 7D | -2.1% | +4.0% | -6.1% | -3.8% |
| 30D | +7.0% | +10.3% | -3.3% | +2.4% |
| 3M | +15.1% | +6.1% | +9.0% | +10.4% |
| 6M | -15.4% | +56.6% | -72.0% | -32.7% |
| YTD | -1.9% | +76.6% | -78.5% | -26.5% |
| 1Y | -12.7% | +97.9% | -110.6% | -38.2% |
| 3Y | -31.0% | +198.0% | -229.0% | -60.7% |
| 5Y | -46.1% | +151.8% | -197.9% | -67.0% |
| 10Y | +10.8% | +514.1% | -503.3% | -56.0% |
| All | +264.2% | +594.1% | -329.9% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling