-44.8%
CMCSA vs XLP
+32.7%
-77.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.1% |
| 6M | -15.4% | -1.7% | -13.6% | -14.1% |
| YTD | -1.9% | +10.3% | -12.2% | -9.0% |
| 1Y | -12.7% | +7.8% | -20.5% | -17.7% |
| 3Y | -31.0% | +27.2% | -58.2% | -43.3% |
| All | -44.8% | +32.7% | -77.6% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling