-48.2%
CMCSA vs EXE
+100.7%
-148.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.6% | -5.0% | -6.4% |
| 7D | -8.3% | -2.7% | -5.6% | -7.9% |
| 30D | -2.4% | -0.4% | -2.1% | -2.4% |
| 3M | +4.5% | +9.5% | -5.0% | +3.2% |
| 6M | -18.8% | -9.3% | -9.4% | -17.9% |
| YTD | -8.9% | -10.9% | +2.0% | -7.9% |
| 1Y | -18.3% | +4.3% | -22.6% | -19.5% |
| 3Y | -35.0% | +18.8% | -53.8% | -37.7% |
| 5Y | -48.2% | +101.4% | -149.6% | -54.1% |
| All | -48.2% | +100.7% | -148.8% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling