+212.8%
EWY vs CMCSA
-33.5%
+246.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.4% | -6.6% | -4.1% |
| 7D | +1.2% | -5.6% | +6.8% | +1.2% |
| 30D | +9.3% | -1.9% | +11.2% | +9.3% |
| 3M | +2.4% | +6.4% | -4.0% | +2.5% |
| 6M | +40.3% | -16.9% | +57.2% | +44.0% |
| YTD | +88.0% | -6.8% | +94.8% | +88.6% |
| 1Y | +143.8% | -15.9% | +159.7% | +150.3% |
| All | +212.8% | -33.5% | +246.3% | +232.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling