+4.0%
CMCSA vs XLC
+137.1%
-133.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.5% |
| 7D | +0.7% | +3.5% | -2.8% | -1.9% |
| 30D | +21.0% | -2.6% | +23.5% | +23.2% |
| 3M | -0.9% | -2.1% | +1.1% | +0.4% |
| 6M | +2.9% | -5.5% | +8.4% | +7.2% |
| YTD | -5.9% | -6.9% | +1.0% | -0.8% |
| 1Y | +2.5% | -3.7% | +6.2% | +5.3% |
| 3Y | -28.3% | +64.2% | -92.5% | -50.9% |
| 5Y | -40.8% | +43.0% | -83.8% | -55.6% |
| All | +4.0% | +137.1% | -133.0% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling