-29.2%
CMCSA vs XLP
+27.4%
-56.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | 0.0% |
| 7D | -2.1% | -1.0% | -1.1% | -1.3% |
| 30D | +7.0% | -0.9% | +7.9% | +7.8% |
| 3M | +15.1% | +3.8% | +11.3% | +12.4% |
| 6M | -15.4% | -1.7% | -13.6% | -14.2% |
| YTD | -1.9% | +10.3% | -12.2% | -8.5% |
| 1Y | -12.7% | +7.8% | -20.5% | -17.3% |
| All | -29.2% | +27.4% | -56.6% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling