+348.3%
CMCSA vs EXR
+3,114.4%
-2,766.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +2.7% | +2.7% | 0.0% | +1.8% |
| 30D | +18.6% | +18.9% | -0.3% | +11.8% |
| 3M | -1.8% | +8.4% | -10.2% | -4.5% |
| 6M | -0.7% | +14.3% | -15.0% | -5.1% |
| YTD | -7.8% | +27.2% | -35.1% | -15.5% |
| 1Y | +0.7% | +25.9% | -25.2% | -7.3% |
| 3Y | -28.0% | +54.6% | -82.6% | -39.9% |
| 5Y | -42.1% | -0.6% | -41.5% | -45.1% |
| 10Y | +8.2% | +208.5% | -200.4% | -36.1% |
| All | +348.3% | +3,114.4% | -2,766.1% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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