+5.4%
CMCSA vs EXC
+184.7%
-179.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.7% | -1.7% | +4.4% | +3.4% |
| 30D | +18.6% | +9.3% | +9.3% | +14.7% |
| 3M | -1.8% | +1.0% | -2.9% | -2.3% |
| 6M | -0.7% | +5.9% | -6.6% | -3.0% |
| YTD | -7.8% | +7.6% | -15.5% | -11.0% |
| 1Y | +0.7% | +2.4% | -1.7% | -0.9% |
| 3Y | -28.0% | +30.2% | -58.2% | -36.7% |
| 5Y | -42.1% | +41.4% | -83.5% | -51.9% |
| All | +5.4% | +184.7% | -179.3% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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