+6.1%
CMCSA vs EWZ
+94.8%
-88.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -4.9% | +0.9% | -5.7% | -5.1% |
| 30D | -1.1% | +12.8% | -13.8% | -4.0% |
| 3M | +6.6% | +10.8% | -4.2% | +3.7% |
| 6M | -15.5% | +2.5% | -18.0% | -16.3% |
| YTD | -6.7% | +21.4% | -28.0% | -11.7% |
| 1Y | -15.6% | +32.8% | -48.4% | -22.2% |
| 3Y | -33.7% | +45.2% | -78.9% | -40.9% |
| 5Y | -46.6% | +63.0% | -109.6% | -55.0% |
| All | +6.1% | +94.8% | -88.7% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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