+54.7%
XLE vs CMCSA
-29.7%
+84.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +2.2% | -2.1% | +4.3% | +2.6% |
| 30D | +11.8% | +7.0% | +4.7% | +10.2% |
| 3M | +9.8% | +15.1% | -5.3% | +6.5% |
| 6M | +15.6% | -15.4% | +30.9% | +19.7% |
| YTD | +45.3% | -1.9% | +47.2% | +44.3% |
| 1Y | +48.3% | -12.7% | +61.0% | +52.5% |
| All | +54.7% | -29.7% | +84.4% | +66.0% |
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 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