-15.6%
CMCSA vs XME
+34.9%
-50.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -4.9% | -4.2% | -0.7% | -5.1% |
| 30D | -1.1% | -2.7% | +1.6% | -1.2% |
| 3M | +6.6% | -3.9% | +10.5% | +6.9% |
| 6M | -15.5% | -1.0% | -14.5% | -15.2% |
| YTD | -6.7% | +9.8% | -16.5% | -6.5% |
| 1Y | -15.6% | +32.5% | -48.1% | -15.4% |
| All | -15.6% | +34.9% | -50.4% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling