-35.3%
CMCSA vs XOP
+35.8%
-71.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.6% | -7.2% | -6.7% |
| 7D | -8.3% | +1.0% | -9.2% | -8.5% |
| 30D | -2.4% | +10.8% | -13.3% | -4.5% |
| 3M | +4.5% | +19.5% | -14.9% | +0.4% |
| 6M | -18.8% | +21.6% | -40.4% | -22.9% |
| YTD | -8.9% | +55.8% | -64.8% | -19.4% |
| 1Y | -18.3% | +54.6% | -72.9% | -27.8% |
| All | -35.3% | +35.8% | -71.1% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling