+13.1%
CMCSA vs XLRE
+109.5%
-96.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.1% | -5.5% | -6.0% |
| 7D | -8.3% | -0.7% | -7.5% | -7.9% |
| 30D | -2.4% | -2.2% | -0.2% | -1.2% |
| 3M | +4.5% | -2.6% | +7.1% | +6.1% |
| 6M | -18.8% | +2.6% | -21.3% | -19.9% |
| YTD | -8.9% | +9.3% | -18.2% | -13.3% |
| 1Y | -18.3% | +7.2% | -25.5% | -21.5% |
| 3Y | -35.0% | +31.3% | -66.3% | -45.0% |
| 5Y | -48.2% | +8.1% | -56.3% | -51.7% |
| 10Y | +4.6% | +88.9% | -84.4% | -27.7% |
| All | +13.1% | +109.5% | -96.4% | -23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling