-48.2%
CMCSA vs XPO
+262.4%
-310.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.1% | -3.6% | -6.2% |
| 7D | -8.3% | -0.9% | -7.4% | -8.2% |
| 30D | -2.4% | -8.1% | +5.7% | -1.4% |
| 3M | +4.5% | -19.0% | +23.5% | +7.3% |
| 6M | -18.8% | -5.2% | -13.6% | -18.5% |
| YTD | -8.9% | +35.6% | -44.5% | -13.5% |
| 1Y | -18.3% | +41.1% | -59.4% | -23.1% |
| 3Y | -35.0% | +157.9% | -192.9% | -46.1% |
| 5Y | -48.2% | +265.6% | -313.8% | -61.1% |
| All | -48.2% | +262.4% | -310.6% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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