+994.0%
XLE vs CMCSA
+324.5%
+669.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -7.9% | +2.7% | -10.6% | -8.8% |
| 30D | -4.8% | +18.6% | -23.5% | -10.3% |
| 3M | +8.4% | -1.8% | +10.2% | +8.3% |
| 6M | +12.7% | -0.7% | +13.3% | +11.5% |
| YTD | +41.3% | -7.8% | +49.1% | +42.0% |
| 1Y | +42.3% | +0.7% | +41.6% | +38.4% |
| 3Y | +65.1% | -28.0% | +93.0% | +77.1% |
| 5Y | +150.2% | -42.1% | +192.3% | +182.9% |
| 10Y | +163.9% | +8.2% | +155.8% | +141.2% |
| All | +994.0% | +324.5% | +669.5% | +523.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling