-46.7%
CMCSA vs EWZ
+60.3%
-107.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.1% |
| 7D | -5.6% | +1.1% | -6.7% | -5.7% |
| 30D | -1.9% | +13.5% | -15.3% | -4.1% |
| 3M | +6.4% | +15.2% | -8.8% | +3.6% |
| 6M | -16.9% | +3.7% | -20.7% | -17.7% |
| YTD | -6.8% | +22.5% | -29.3% | -10.8% |
| 1Y | -15.9% | +35.3% | -51.1% | -21.4% |
| 3Y | -33.4% | +50.2% | -83.6% | -39.5% |
| 5Y | -46.7% | +64.6% | -111.3% | -53.6% |
| All | -46.7% | +60.3% | -107.0% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling