+148.7%
EWY vs CMCSA
-47.2%
+196.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | -0.1% | -4.9% | +4.8% | +0.5% |
| 30D | +7.3% | -1.1% | +8.4% | +7.3% |
| 3M | -5.1% | +6.6% | -11.7% | -6.6% |
| 6M | +42.1% | -15.5% | +57.5% | +46.2% |
| YTD | +94.1% | -6.7% | +100.8% | +94.0% |
| 1Y | +147.8% | -15.6% | +163.4% | +154.3% |
| 3Y | +222.9% | -33.7% | +256.6% | +249.8% |
| All | +148.7% | -47.2% | +196.0% | +163.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling