-31.0%
CMCSA vs EXPD
+68.8%
-99.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.8% |
| 7D | +5.0% | -7.2% | +12.2% | +6.5% |
| 30D | +16.5% | -3.3% | +19.7% | +17.1% |
| 3M | -1.6% | +3.4% | -5.0% | -2.5% |
| 6M | -5.0% | +22.7% | -27.7% | -9.3% |
| YTD | -8.3% | +24.5% | -32.8% | -13.3% |
| 1Y | +0.4% | +38.6% | -38.3% | -8.1% |
| 3Y | -31.0% | +71.5% | -102.5% | -42.6% |
| All | -31.0% | +68.8% | -99.8% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling