+49.9%
XLE vs CMCSA
+3.3%
+46.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.0% | -9.7% | -4.7% |
| 7D | -7.2% | +15.2% | -22.4% | -7.2% |
| 30D | +0.1% | +17.0% | -16.9% | 0.0% |
| 3M | +9.2% | +1.2% | +8.0% | +9.2% |
| 6M | +8.4% | -5.5% | +13.9% | +8.8% |
| YTD | +44.9% | -6.5% | +51.4% | +45.5% |
| 1Y | +49.9% | +1.8% | +48.1% | +51.0% |
| All | +49.9% | +3.3% | +46.5% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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