+2,236.9%
CMCSA vs EXC
+2,353.7%
-116.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | +7.0% | -3.7% | +10.8% | +8.5% |
| 3M | +15.1% | -1.3% | +16.4% | +15.5% |
| 6M | -15.4% | -9.7% | -5.6% | -12.3% |
| YTD | -1.9% | +2.9% | -4.8% | -3.5% |
| 1Y | -12.7% | +4.4% | -17.1% | -14.8% |
| 3Y | -31.0% | +22.2% | -53.2% | -37.6% |
| 5Y | -46.1% | +46.7% | -92.8% | -55.1% |
| 10Y | +10.8% | +155.3% | -144.5% | -27.7% |
| All | +2,236.9% | +2,353.7% | -116.9% | +465.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling