-30.4%
CMCSA vs XME
+136.1%
-166.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | +0.1% | +3.6% | -3.5% | -0.3% |
| 30D | +3.8% | +3.6% | +0.2% | +3.3% |
| 3M | +12.3% | +1.2% | +11.1% | +12.2% |
| 6M | -15.4% | +9.0% | -24.4% | -17.0% |
| YTD | -2.5% | +15.9% | -18.4% | -6.3% |
| 1Y | -13.4% | +43.2% | -56.6% | -21.7% |
| 3Y | -30.4% | +137.4% | -167.7% | -48.1% |
| All | -30.4% | +136.1% | -166.5% | -48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling