+3.2%
CMCSA vs XLB
+164.1%
-160.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.1% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | +18.8% | +5.3% | +13.5% | +15.1% |
| 3M | -1.1% | 0.0% | -1.1% | -1.1% |
| 6M | +2.5% | +1.2% | +1.3% | +1.4% |
| YTD | -6.7% | +16.9% | -23.6% | -16.4% |
| 1Y | 0.0% | +20.9% | -20.9% | -12.4% |
| 3Y | -28.9% | +43.3% | -72.2% | -44.8% |
| 5Y | -41.1% | +28.3% | -69.5% | -51.4% |
| All | +3.2% | +164.1% | -160.9% | -44.7% |
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