-41.1%
CMCSA vs EXPD
+63.3%
-104.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -1.0% |
| 7D | -0.6% | +3.6% | -4.2% | -1.6% |
| 30D | +18.8% | +0.3% | +18.5% | +18.5% |
| 3M | -1.1% | +6.1% | -7.2% | -2.9% |
| 6M | +2.5% | +27.4% | -24.8% | -4.7% |
| YTD | -6.7% | +32.0% | -38.7% | -15.0% |
| 1Y | 0.0% | +40.5% | -40.6% | -10.9% |
| 3Y | -28.9% | +75.7% | -104.6% | -42.5% |
| 5Y | -41.1% | +61.7% | -102.9% | -54.7% |
| All | -41.1% | +63.3% | -104.4% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling