+6.1%
CMCSA vs XLRE
+89.0%
-83.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.4% |
| 7D | -4.9% | -1.2% | -3.7% | -4.2% |
| 30D | -1.1% | -2.4% | +1.3% | +0.4% |
| 3M | +6.6% | -2.5% | +9.1% | +8.2% |
| 6M | -15.5% | +4.0% | -19.4% | -17.3% |
| YTD | -6.7% | +9.3% | -16.0% | -11.3% |
| 1Y | -15.6% | +5.6% | -21.2% | -18.3% |
| 3Y | -33.7% | +31.3% | -65.0% | -44.2% |
| 5Y | -46.6% | +9.5% | -56.2% | -50.7% |
| All | +6.1% | +89.0% | -83.0% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 10y: compounded portfolio wealth divided by compounded XLRE 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…
10y analysis · Full analysis span regression · 6 months rolling