+53.8%
XLE vs CMCSA
-19.1%
+72.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.6% | +7.4% | +1.0% |
| 7D | +0.3% | -8.3% | +8.6% | +0.5% |
| 30D | +8.5% | -2.4% | +10.9% | +8.5% |
| 3M | +14.6% | +4.5% | +10.1% | +14.4% |
| 6M | +17.6% | -18.8% | +36.3% | +19.1% |
| YTD | +48.1% | -8.9% | +57.0% | +48.3% |
| 1Y | +53.8% | -18.3% | +72.1% | +63.4% |
| All | +53.8% | -19.1% | +72.9% | +63.4% |
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