+6.1%
CMCSA vs XYZ
+610.4%
-604.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -4.9% | -4.3% | -0.6% | -4.3% |
| 30D | -1.1% | +1.2% | -2.2% | -1.3% |
| 3M | +6.6% | +14.6% | -8.1% | +4.3% |
| 6M | -15.5% | +22.6% | -38.0% | -18.4% |
| YTD | -6.7% | +21.7% | -28.4% | -10.3% |
| 1Y | -15.6% | +6.7% | -22.3% | -17.6% |
| 3Y | -33.7% | +46.8% | -80.5% | -40.5% |
| 5Y | -46.6% | -68.0% | +21.4% | -43.9% |
| All | +6.1% | +610.4% | -604.3% | -27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling