+245.4%
CMCSA vs EWZ
+446.7%
-201.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.2% |
| 7D | +0.1% | +5.6% | -5.5% | -1.6% |
| 30D | +3.8% | +9.3% | -5.4% | +0.8% |
| 3M | +12.3% | +15.7% | -3.4% | +6.9% |
| 6M | -15.4% | +7.4% | -22.8% | -17.9% |
| YTD | -2.5% | +22.7% | -25.2% | -9.6% |
| 1Y | -13.4% | +36.4% | -49.8% | -22.6% |
| 3Y | -30.4% | +50.4% | -80.7% | -40.6% |
| 5Y | -45.0% | +67.6% | -112.7% | -56.2% |
| 10Y | +10.2% | +84.1% | -73.9% | -23.7% |
| All | +245.4% | +446.7% | -201.3% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling