+62.4%
EWY vs CMCSA
+3.3%
+59.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.0% | -6.9% | +0.1% |
| 7D | -8.3% | +15.2% | -23.5% | -2.6% |
| 30D | -20.5% | +17.0% | -37.5% | -15.0% |
| 3M | -11.1% | +1.2% | -12.3% | -9.1% |
| 6M | -7.0% | -5.5% | -1.5% | -3.1% |
| YTD | +56.5% | -6.5% | +63.0% | +61.8% |
| 1Y | +62.4% | +1.8% | +60.6% | +65.4% |
| All | +62.4% | +3.3% | +59.1% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 1y: compounded portfolio wealth divided by compounded CMCSA 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…
1y analysis · Full analysis span regression · 6 months rolling