-45.0%
CMCSA vs EXC
+48.6%
-93.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +0.1% | +1.2% | -1.1% | -0.2% |
| 30D | +3.8% | -2.7% | +6.5% | +4.6% |
| 3M | +12.3% | -1.0% | +13.3% | +12.5% |
| 6M | -15.4% | -9.3% | -6.1% | -13.3% |
| YTD | -2.5% | +3.6% | -6.1% | -3.8% |
| 1Y | -13.4% | +5.9% | -19.3% | -15.2% |
| 3Y | -30.4% | +21.3% | -51.6% | -35.4% |
| 5Y | -45.0% | +46.2% | -91.2% | -57.2% |
| All | -45.0% | +48.6% | -93.7% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling