+6.0%
CMCSA vs XME
+426.6%
-420.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.7% | +6.1% | +3.4% |
| 7D | -5.6% | -3.0% | -2.5% | -4.8% |
| 30D | -1.9% | -2.6% | +0.7% | -1.4% |
| 3M | +6.4% | +2.2% | +4.3% | +5.1% |
| 6M | -16.9% | +0.7% | -17.6% | -18.3% |
| YTD | -6.8% | +10.9% | -17.7% | -11.6% |
| 1Y | -15.9% | +35.7% | -51.6% | -25.7% |
| 3Y | -33.4% | +127.1% | -160.5% | -51.2% |
| 5Y | -46.7% | +168.5% | -215.2% | -64.2% |
| All | +6.0% | +426.6% | -420.6% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling