-27.1%
CMCSA vs EXE
+21.0%
-48.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.4% |
| 7D | +3.2% | +5.3% | -2.2% | +2.6% |
| 30D | +19.5% | -2.2% | +21.7% | +19.7% |
| 3M | -2.4% | -5.9% | +3.5% | -1.9% |
| 6M | +3.8% | -5.7% | +9.6% | +4.3% |
| YTD | -5.4% | -17.8% | +12.5% | -3.8% |
| 1Y | +1.1% | -23.1% | +24.2% | +3.7% |
| 3Y | -27.1% | +21.2% | -48.3% | -31.2% |
| All | -27.1% | +21.0% | -48.1% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling