-42.1%
CMCSA vs XRT
-1.2%
-40.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -1.0% |
| 7D | +2.7% | +2.5% | +0.2% | +1.6% |
| 30D | +18.6% | +10.3% | +8.3% | +13.9% |
| 3M | -1.8% | +2.4% | -4.2% | -2.9% |
| 6M | -0.7% | +10.0% | -10.7% | -4.5% |
| YTD | -7.8% | +9.5% | -17.4% | -11.5% |
| 1Y | +0.7% | +17.2% | -16.4% | -6.0% |
| 3Y | -28.0% | +62.0% | -89.9% | -42.0% |
| 5Y | -42.1% | -2.1% | -40.0% | -48.3% |
| All | -42.1% | -1.2% | -40.9% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling