-46.7%
CMCSA vs XYZ
-68.7%
+22.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | -5.6% | -5.2% | -0.4% | -4.9% |
| 30D | -1.9% | 0.0% | -1.9% | -1.9% |
| 3M | +6.4% | +18.7% | -12.2% | +3.9% |
| 6M | -16.9% | +20.5% | -37.5% | -19.4% |
| YTD | -6.8% | +21.5% | -28.3% | -10.1% |
| 1Y | -15.9% | +7.2% | -23.1% | -17.7% |
| 3Y | -33.4% | +49.0% | -82.4% | -40.3% |
| 5Y | -46.7% | -68.1% | +21.4% | -47.2% |
| All | -46.7% | -68.7% | +22.1% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling