+303.5%
EWY vs CMCSA
+7.4%
+296.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | -0.1% | -4.9% | +4.8% | +1.2% |
| 30D | +7.3% | -1.1% | +8.4% | +7.3% |
| 3M | -5.1% | +6.6% | -11.7% | -8.0% |
| 6M | +42.1% | -15.5% | +57.5% | +47.0% |
| YTD | +94.1% | -6.7% | +100.8% | +93.1% |
| 1Y | +147.8% | -15.6% | +163.4% | +154.7% |
| 3Y | +222.9% | -33.7% | +256.6% | +255.5% |
| 5Y | +150.6% | -46.6% | +197.3% | +194.9% |
| All | +303.5% | +7.4% | +296.1% | +257.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling