-45.0%
CMCSA vs XLB
+35.6%
-80.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.1% |
| 7D | +0.1% | -0.2% | +0.4% | +0.3% |
| 30D | +3.8% | -1.7% | +5.6% | +4.9% |
| 3M | +12.3% | +4.4% | +8.0% | +9.4% |
| 6M | -15.4% | +5.0% | -20.4% | -18.2% |
| YTD | -2.5% | +15.5% | -18.0% | -11.3% |
| 1Y | -13.4% | +14.9% | -28.3% | -21.0% |
| 3Y | -30.4% | +34.5% | -64.9% | -43.0% |
| 5Y | -45.0% | +36.5% | -81.6% | -57.2% |
| All | -45.0% | +35.6% | -80.7% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling