+348.8%
CMCSA vs XLP
+523.7%
-174.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | +0.1% |
| 7D | -2.1% | -1.0% | -1.1% | -1.2% |
| 30D | +7.0% | -0.9% | +7.9% | +8.0% |
| 3M | +15.1% | +3.8% | +11.3% | +11.3% |
| 6M | -15.4% | -1.7% | -13.6% | -13.9% |
| YTD | -1.9% | +10.3% | -12.2% | -10.7% |
| 1Y | -12.7% | +7.8% | -20.5% | -18.9% |
| 3Y | -31.0% | +27.2% | -58.2% | -45.6% |
| 5Y | -46.1% | +32.5% | -78.6% | -59.4% |
| 10Y | +10.8% | +101.8% | -90.9% | -44.7% |
| All | +348.8% | +523.7% | -174.9% | -15.0% |
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