-33.8%
CMCSA vs XLU
+47.5%
-81.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +2.7% |
| 7D | -5.6% | -1.2% | -4.4% | -5.2% |
| 30D | -1.9% | -2.5% | +0.7% | -1.1% |
| 3M | +6.4% | -2.7% | +9.2% | +7.2% |
| 6M | -16.9% | -7.5% | -9.5% | -15.0% |
| YTD | -6.8% | +0.9% | -7.7% | -7.3% |
| 1Y | -15.9% | +3.3% | -19.2% | -17.2% |
| All | -33.8% | +47.5% | -81.2% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 3y: compounded portfolio wealth divided by compounded XLU 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…
3y analysis · Full analysis span regression · 6 months rolling