-29.0%
CMCSA vs XLB
+46.3%
-75.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.1% |
| 7D | +4.6% | +0.5% | +4.1% | +4.3% |
| 30D | +19.8% | +6.9% | +12.9% | +15.9% |
| 3M | -0.3% | -0.2% | -0.1% | -0.2% |
| 6M | +0.3% | +3.3% | -3.0% | -1.6% |
| YTD | -6.9% | +18.0% | -25.0% | -15.8% |
| 1Y | +2.6% | +24.2% | -21.6% | -10.2% |
| 3Y | -29.0% | +44.7% | -73.7% | -43.6% |
| All | -29.0% | +46.3% | -75.3% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling