-39.5%
CMCSA vs EXE
+188.3%
-227.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -5.6% | -2.2% | -3.4% | -5.3% |
| 30D | -1.9% | -0.8% | -1.1% | -1.8% |
| 3M | +6.4% | +10.0% | -3.6% | +5.1% |
| 6M | -16.9% | -6.3% | -10.6% | -16.4% |
| YTD | -6.8% | -10.7% | +3.9% | -5.8% |
| 1Y | -15.9% | +2.7% | -18.6% | -16.9% |
| 3Y | -33.4% | +19.1% | -52.5% | -36.1% |
| 5Y | -46.7% | +105.4% | -152.1% | -52.2% |
| All | -39.5% | +188.3% | -227.8% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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