-33.7%
CMCSA vs XLY
+35.2%
-68.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -4.9% | -1.7% | -3.2% | -4.1% |
| 30D | -1.1% | -4.2% | +3.1% | +0.8% |
| 3M | +6.6% | -2.7% | +9.2% | +7.9% |
| 6M | -15.5% | -0.6% | -14.8% | -15.4% |
| YTD | -6.7% | -5.0% | -1.7% | -4.9% |
| 1Y | -15.6% | -4.1% | -11.5% | -14.5% |
| 3Y | -33.7% | +33.6% | -67.3% | -45.8% |
| All | -33.7% | +35.2% | -68.9% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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