+17.9%
CMCSA vs XYZ
+615.2%
-597.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.2% |
| 7D | +0.1% | +2.9% | -2.7% | -0.3% |
| 30D | +3.8% | +1.4% | +2.4% | +3.6% |
| 3M | +12.3% | +14.6% | -2.2% | +10.1% |
| 6M | -15.4% | +20.8% | -36.1% | -18.0% |
| YTD | -2.5% | +23.1% | -25.6% | -6.2% |
| 1Y | -13.4% | +5.6% | -19.0% | -15.2% |
| 3Y | -30.4% | +50.9% | -81.3% | -37.3% |
| 5Y | -45.0% | -68.6% | +23.5% | -42.6% |
| 10Y | +10.2% | +580.0% | -569.8% | -19.0% |
| All | +17.9% | +615.2% | -597.2% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling