-41.1%
CMCSA vs XME
+112.8%
-153.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | -0.5% |
| 7D | -0.6% | +5.3% | -5.9% | -1.6% |
| 30D | +18.8% | -8.2% | +27.0% | +20.3% |
| 3M | -1.1% | -18.4% | +17.3% | +2.2% |
| 6M | +2.5% | -22.8% | +25.4% | +6.8% |
| YTD | -6.7% | -7.9% | +1.2% | -7.8% |
| 1Y | 0.0% | -0.9% | +0.8% | -3.2% |
| 3Y | -28.9% | +96.0% | -124.8% | -44.8% |
| 5Y | -41.1% | +110.3% | -151.5% | -56.3% |
| All | -41.1% | +112.8% | -153.9% | -56.3% |
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