-30.4%
CMCSA vs EXPE
+162.6%
-193.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.9% | +7.3% | +0.4% |
| 7D | +0.1% | -9.8% | +9.9% | +1.4% |
| 30D | +3.8% | -11.5% | +15.3% | +5.4% |
| 3M | +12.3% | +21.7% | -9.4% | +9.8% |
| 6M | -15.4% | +10.4% | -25.8% | -16.6% |
| YTD | -2.5% | -2.5% | 0.0% | -2.7% |
| 1Y | -13.4% | +27.3% | -40.7% | -17.3% |
| 3Y | -30.4% | +153.5% | -183.9% | -41.5% |
| All | -30.4% | +162.6% | -193.0% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling