+0.7%
CMCSA vs XLC
+141.1%
-140.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -6.0% | -6.1% |
| 7D | -8.3% | -1.4% | -6.9% | -7.3% |
| 30D | -2.4% | -0.9% | -1.5% | -1.7% |
| 3M | +4.5% | -0.3% | +4.8% | +4.9% |
| 6M | -18.8% | -5.2% | -13.6% | -15.3% |
| YTD | -8.9% | -5.3% | -3.6% | -5.0% |
| 1Y | -18.3% | -2.8% | -15.5% | -16.4% |
| 3Y | -35.0% | +71.2% | -106.2% | -56.7% |
| 5Y | -48.2% | +37.6% | -85.7% | -59.7% |
| All | +0.7% | +141.1% | -140.5% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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