-39.5%
CMCSA vs EXE
+163.0%
-202.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -0.6% | +3.6% | -4.2% | -1.0% |
| 30D | +18.8% | -4.3% | +23.1% | +19.4% |
| 3M | -1.1% | -7.7% | +6.5% | -0.2% |
| 6M | +2.5% | -7.2% | +9.8% | +3.3% |
| YTD | -6.7% | -18.5% | +11.8% | -4.7% |
| 1Y | 0.0% | -24.4% | +24.3% | +3.0% |
| 3Y | -28.9% | +21.6% | -50.5% | -32.1% |
| 5Y | -41.1% | +77.3% | -118.5% | -46.3% |
| All | -39.5% | +163.0% | -202.5% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling