+2.5%
CMCSA vs XLC
-2.9%
+5.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.5% |
| 7D | +0.7% | +3.5% | -2.8% | -2.0% |
| 30D | +21.0% | -2.6% | +23.5% | +23.7% |
| 3M | -0.9% | -2.1% | +1.1% | +0.7% |
| 6M | +2.9% | -5.5% | +8.4% | +7.4% |
| YTD | -5.9% | -6.9% | +1.0% | +0.4% |
| 1Y | +2.5% | -3.7% | +6.2% | +7.2% |
| All | +2.5% | -2.9% | +5.4% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling