+4.6%
CMCSA vs XRT
+120.9%
-116.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.6% | -5.0% | -5.9% |
| 7D | -8.3% | -2.4% | -5.9% | -7.3% |
| 30D | -2.4% | -6.9% | +4.5% | +0.5% |
| 3M | +4.5% | -0.4% | +4.9% | +4.8% |
| 6M | -18.8% | +2.2% | -21.0% | -19.6% |
| YTD | -8.9% | -0.7% | -8.3% | -9.0% |
| 1Y | -18.3% | -2.0% | -16.3% | -18.0% |
| 3Y | -35.0% | +41.0% | -76.0% | -44.5% |
| 5Y | -48.2% | -3.3% | -44.9% | -49.8% |
| 10Y | +4.6% | +124.8% | -120.3% | -40.7% |
| All | +4.6% | +120.9% | -116.4% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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