+6.1%
CMCSA vs XOP
+58.6%
-52.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.9% | +2.6% | -7.5% | -5.4% |
| 30D | -1.1% | +9.6% | -10.7% | -3.0% |
| 3M | +6.6% | +20.4% | -13.8% | +2.3% |
| 6M | -15.5% | +19.9% | -35.4% | -19.2% |
| YTD | -6.7% | +56.4% | -63.1% | -15.8% |
| 1Y | -15.6% | +52.4% | -68.0% | -23.6% |
| 3Y | -33.7% | +39.9% | -73.6% | -39.6% |
| 5Y | -46.6% | +163.7% | -210.4% | -58.6% |
| All | +6.1% | +58.6% | -52.5% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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