+2,236.9%
CMCSA vs EXPD
+30,859.1%
-28,622.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -2.1% | -1.1% | -1.0% | -1.8% |
| 30D | +7.0% | +4.1% | +3.0% | +5.8% |
| 3M | +15.1% | +17.9% | -2.8% | +9.9% |
| 6M | -15.4% | +29.2% | -44.6% | -21.4% |
| YTD | -1.9% | +27.4% | -29.3% | -9.1% |
| 1Y | -12.7% | +56.8% | -69.5% | -23.8% |
| 3Y | -31.0% | +68.0% | -99.0% | -41.5% |
| 5Y | -46.1% | +61.9% | -108.0% | -54.4% |
| 10Y | +10.8% | +316.0% | -305.2% | -27.9% |
| All | +2,236.9% | +30,859.1% | -28,622.2% | +594.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling