+301.4%
CMCSA vs XME
+242.3%
+59.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | +7.0% | +6.0% | +1.0% | +4.7% |
| 3M | +15.1% | -7.7% | +22.8% | +17.0% |
| 6M | -15.4% | +1.0% | -16.3% | -17.1% |
| YTD | -1.9% | +14.6% | -16.5% | -8.6% |
| 1Y | -12.7% | +46.0% | -58.7% | -25.9% |
| 3Y | -31.0% | +127.0% | -158.0% | -50.7% |
| 5Y | -46.1% | +175.8% | -221.9% | -65.2% |
| 10Y | +10.8% | +414.6% | -403.8% | -47.1% |
| All | +301.4% | +242.3% | +59.1% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling