+4.6%
CMCSA vs XLB
+158.8%
-154.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.1% | -5.5% | -5.9% |
| 7D | -8.3% | -2.9% | -5.3% | -6.5% |
| 30D | -2.4% | -3.4% | +0.9% | -0.3% |
| 3M | +4.5% | +1.6% | +2.9% | +3.3% |
| 6M | -18.8% | +3.6% | -22.4% | -21.0% |
| YTD | -8.9% | +14.2% | -23.2% | -17.2% |
| 1Y | -18.3% | +15.6% | -33.9% | -26.3% |
| 3Y | -35.0% | +33.1% | -68.1% | -47.0% |
| 5Y | -48.2% | +35.0% | -83.2% | -58.7% |
| 10Y | +4.6% | +164.5% | -160.0% | -46.6% |
| All | +4.6% | +158.8% | -154.2% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling