+316.6%
CMCSA vs XLU
+630.6%
-314.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.4% | -5.8% |
| 7D | -8.3% | +0.6% | -8.9% | -8.6% |
| 30D | -2.4% | -0.4% | -2.0% | -2.2% |
| 3M | +4.5% | -1.7% | +6.2% | +5.5% |
| 6M | -18.8% | -7.1% | -11.7% | -14.9% |
| YTD | -8.9% | +1.9% | -10.9% | -10.8% |
| 1Y | -18.3% | +6.1% | -24.4% | -22.4% |
| 3Y | -35.0% | +48.8% | -83.7% | -52.2% |
| 5Y | -48.2% | +43.8% | -91.9% | -61.6% |
| 10Y | +4.6% | +143.2% | -138.6% | -50.4% |
| All | +316.6% | +630.6% | -314.0% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling