+6.4%
CMCSA vs EXPD
+329.8%
-323.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +4.6% | -7.4% | +12.0% | +7.2% |
| 30D | +19.8% | -2.1% | +21.9% | +20.5% |
| 3M | -0.3% | +5.7% | -6.0% | -2.5% |
| 6M | +0.3% | +21.4% | -21.1% | -6.8% |
| YTD | -6.9% | +27.6% | -34.5% | -16.1% |
| 1Y | +2.6% | +36.1% | -33.5% | -9.8% |
| 3Y | -29.0% | +69.9% | -98.9% | -44.0% |
| 5Y | -42.0% | +59.7% | -101.7% | -54.0% |
| 10Y | +6.4% | +323.0% | -316.6% | -43.8% |
| All | +6.4% | +329.8% | -323.4% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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