+301.4%
CMCSA vs XRT
+514.3%
-212.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.1% |
| 7D | -2.1% | +0.8% | -2.9% | -2.5% |
| 30D | +7.0% | -4.2% | +11.2% | +9.5% |
| 3M | +15.1% | +5.1% | +10.0% | +12.0% |
| 6M | -15.4% | +2.4% | -17.8% | -16.7% |
| YTD | -1.9% | +3.2% | -5.1% | -4.1% |
| 1Y | -12.7% | +1.5% | -14.2% | -14.1% |
| 3Y | -31.0% | +40.6% | -71.6% | -44.7% |
| 5Y | -46.1% | -1.0% | -45.1% | -49.3% |
| 10Y | +10.8% | +128.4% | -117.6% | -45.2% |
| All | +301.4% | +514.3% | -212.9% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling