+58.1%
XLE vs CMCSA
-32.1%
+90.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | -12.0% | +5.0% | -17.0% | -12.8% |
| 30D | -2.7% | +16.5% | -19.2% | -5.5% |
| 3M | +6.6% | -1.6% | +8.2% | +6.6% |
| 6M | +9.5% | -5.0% | +14.6% | +10.3% |
| YTD | +40.6% | -8.3% | +48.8% | +41.0% |
| 1Y | +43.6% | +0.4% | +43.2% | +40.1% |
| 3Y | +58.1% | -31.0% | +89.1% | +67.6% |
| All | +58.1% | -32.1% | +90.1% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling