+5.4%
CMCSA vs EXPE
+121.2%
-115.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.6% |
| 7D | +0.7% | -17.8% | +18.4% | +4.3% |
| 30D | +21.0% | -3.2% | +24.2% | +21.4% |
| 3M | -0.9% | -19.0% | +18.0% | +2.6% |
| 6M | +2.9% | +17.7% | -14.8% | -1.0% |
| YTD | -5.9% | -7.8% | +1.9% | -6.4% |
| 1Y | +2.5% | -1.4% | +3.8% | +0.4% |
| 3Y | -28.3% | +121.9% | -150.2% | -42.6% |
| 5Y | -40.8% | +44.3% | -85.1% | -50.2% |
| 10Y | +5.4% | +125.4% | -120.0% | -29.4% |
| All | +5.4% | +121.2% | -115.8% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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