-35.3%
CMCSA vs EXE
+17.8%
-53.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.6% | -5.0% | -6.4% |
| 7D | -8.3% | -2.7% | -5.6% | -8.0% |
| 30D | -2.4% | -0.4% | -2.1% | -2.4% |
| 3M | +4.5% | +9.5% | -5.0% | +3.5% |
| 6M | -18.8% | -9.3% | -9.4% | -18.1% |
| YTD | -8.9% | -10.9% | +2.0% | -8.1% |
| 1Y | -18.3% | +4.3% | -22.6% | -19.7% |
| All | -35.3% | +17.8% | -53.1% | -38.4% |
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