+4.7%
CMCSA vs XME
+260.6%
-255.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +1.9% |
| 7D | +3.2% | +0.3% | +2.8% | +3.0% |
| 30D | +19.5% | -6.1% | +25.7% | +21.1% |
| 3M | -2.4% | -18.6% | +16.2% | +2.3% |
| 6M | +3.8% | -23.9% | +27.7% | +10.1% |
| YTD | -5.4% | -9.3% | +4.0% | -5.8% |
| 1Y | +1.1% | +1.8% | -0.6% | -3.1% |
| 3Y | -27.1% | +93.0% | -120.1% | -44.7% |
| 5Y | -40.3% | +107.0% | -147.3% | -57.1% |
| All | +4.7% | +260.6% | -255.8% | -43.9% |
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