-18.3%
CMCSA vs XLB
+14.3%
-32.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.1% | -5.5% | -6.3% |
| 7D | -8.3% | -2.9% | -5.3% | -7.4% |
| 30D | -2.4% | -3.4% | +0.9% | -1.3% |
| 3M | +4.5% | +1.6% | +2.9% | +4.1% |
| 6M | -18.8% | +3.6% | -22.4% | -19.8% |
| YTD | -8.9% | +14.2% | -23.2% | -14.6% |
| 1Y | -18.3% | +15.6% | -33.9% | -25.2% |
| All | -18.3% | +14.3% | -32.6% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling