+10.2%
CMCSA vs XLP
+102.6%
-92.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | 0.0% |
| 7D | +0.1% | -1.4% | +1.6% | +1.4% |
| 30D | +3.8% | -1.3% | +5.1% | +5.1% |
| 3M | +12.3% | +1.8% | +10.5% | +10.8% |
| 6M | -15.4% | -0.8% | -14.6% | -14.7% |
| YTD | -2.5% | +9.5% | -12.0% | -10.0% |
| 1Y | -13.4% | +7.2% | -20.5% | -18.6% |
| 3Y | -30.4% | +27.1% | -57.5% | -44.2% |
| 5Y | -45.0% | +32.0% | -77.1% | -57.8% |
| 10Y | +10.2% | +102.9% | -92.7% | -38.3% |
| All | +10.2% | +102.6% | -92.4% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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