-42.0%
CMCSA vs EXPE
+38.0%
-80.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.3% |
| 7D | +4.6% | -11.2% | +15.8% | +6.3% |
| 30D | +19.8% | -7.5% | +27.3% | +21.0% |
| 3M | -0.3% | -19.1% | +18.8% | +2.8% |
| 6M | +0.3% | +10.7% | -10.4% | -1.8% |
| YTD | -6.9% | -9.9% | +3.0% | -6.7% |
| 1Y | +2.6% | -4.6% | +7.2% | +1.6% |
| 3Y | -29.0% | +116.8% | -145.8% | -41.6% |
| 5Y | -42.0% | +38.6% | -80.6% | -50.5% |
| All | -42.0% | +38.0% | -80.0% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling