+326.0%
CMCSA vs EXPE
+851.4%
-525.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.2% |
| 7D | -2.1% | -9.5% | +7.4% | +0.2% |
| 30D | +7.0% | -6.6% | +13.7% | +8.6% |
| 3M | +15.1% | +31.4% | -16.3% | +7.6% |
| 6M | -15.4% | +35.2% | -50.5% | -22.1% |
| YTD | -1.9% | +5.8% | -7.7% | -5.2% |
| 1Y | -12.7% | +38.7% | -51.4% | -21.6% |
| 3Y | -31.0% | +175.8% | -206.8% | -49.7% |
| 5Y | -46.1% | +111.8% | -157.9% | -60.1% |
| 10Y | +10.8% | +179.7% | -168.9% | -30.9% |
| All | +326.0% | +851.4% | -525.5% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling