-18.3%
CMCSA vs EXPE
+26.5%
-44.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.9% | -6.5% |
| 7D | -8.3% | -11.5% | +3.2% | -7.4% |
| 30D | -2.4% | -13.1% | +10.6% | -1.2% |
| 3M | +4.5% | +18.1% | -13.6% | +4.4% |
| 6M | -18.8% | +13.3% | -32.0% | -19.0% |
| YTD | -8.9% | -3.2% | -5.7% | -8.3% |
| 1Y | -18.3% | +26.1% | -44.4% | -20.4% |
| All | -18.3% | +26.5% | -44.8% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling