+1.8%
CMCSA vs XYZ
+19.9%
-18.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +15.3% | -10.3% | +3.5% |
| 7D | +15.2% | +16.5% | -1.3% | +13.5% |
| 30D | +17.0% | +15.0% | +2.0% | +15.4% |
| 3M | +1.2% | +3.5% | -2.3% | +0.3% |
| 6M | -5.5% | +21.9% | -27.4% | -6.7% |
| YTD | -6.5% | +34.6% | -41.2% | -8.4% |
| 1Y | +1.8% | +20.7% | -18.9% | -0.5% |
| All | +1.8% | +19.9% | -18.1% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling