+330.5%
CMCSA vs XLP
+578.7%
-248.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.7% |
| 7D | +0.7% | -0.5% | +1.2% | +1.2% |
| 30D | +21.0% | +8.3% | +12.6% | +12.3% |
| 3M | -0.9% | +8.7% | -9.6% | -8.3% |
| 6M | +2.9% | +11.2% | -8.3% | -6.8% |
| YTD | -5.9% | +20.0% | -25.9% | -20.8% |
| 1Y | +2.5% | +21.3% | -18.9% | -14.7% |
| 3Y | -28.3% | +43.8% | -72.1% | -49.6% |
| 5Y | -40.8% | +43.3% | -84.1% | -58.6% |
| 10Y | +5.4% | +136.8% | -131.3% | -54.7% |
| All | +330.5% | +578.7% | -248.3% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling