-48.2%
CMCSA vs XME
+183.2%
-231.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -6.0% | -6.5% |
| 7D | -8.3% | -0.2% | -8.1% | -8.2% |
| 30D | -2.4% | +1.4% | -3.8% | -2.8% |
| 3M | +4.5% | +2.7% | +1.8% | +3.6% |
| 6M | -18.8% | +6.5% | -25.3% | -20.6% |
| YTD | -8.9% | +15.2% | -24.1% | -13.3% |
| 1Y | -18.3% | +43.5% | -61.8% | -27.3% |
| 3Y | -35.0% | +135.9% | -170.8% | -50.7% |
| 5Y | -48.2% | +181.5% | -229.6% | -63.5% |
| All | -48.2% | +183.2% | -231.4% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling