-30.4%
CMCSA vs XLC
+72.7%
-103.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | +0.1% | +0.6% | -0.5% | -0.3% |
| 30D | +3.8% | +0.2% | +3.6% | +3.7% |
| 3M | +12.3% | +0.6% | +11.7% | +11.9% |
| 6M | -15.4% | -4.5% | -10.9% | -12.4% |
| YTD | -2.5% | -4.7% | +2.2% | +1.1% |
| 1Y | -13.4% | -1.7% | -11.7% | -12.2% |
| 3Y | -30.4% | +72.3% | -102.6% | -52.6% |
| All | -30.4% | +72.7% | -103.1% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling