-35.3%
CMCSA vs EWZ
+45.8%
-81.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.4% | -5.2% | -6.4% |
| 7D | -8.3% | -0.1% | -8.2% | -8.3% |
| 30D | -2.4% | +8.2% | -10.6% | -3.8% |
| 3M | +4.5% | +13.3% | -8.8% | +2.0% |
| 6M | -18.8% | +3.6% | -22.4% | -19.5% |
| YTD | -8.9% | +21.0% | -29.9% | -13.1% |
| 1Y | -18.3% | +34.7% | -53.0% | -24.4% |
| All | -35.3% | +45.8% | -81.1% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling