-31.0%
CMCSA vs XLP
+42.1%
-73.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -1.2% |
| 7D | +5.0% | +0.7% | +4.3% | +4.5% |
| 30D | +16.5% | +10.3% | +6.2% | +8.2% |
| 3M | -1.6% | +6.5% | -8.1% | -6.1% |
| 6M | -5.0% | +8.4% | -13.4% | -10.4% |
| YTD | -8.3% | +18.2% | -26.5% | -18.7% |
| 1Y | +0.4% | +22.4% | -22.0% | -13.2% |
| 3Y | -31.0% | +41.9% | -72.9% | -47.4% |
| All | -31.0% | +42.1% | -73.1% | -47.4% |
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