+248.8%
XLF vs CMCSA
+7.4%
+241.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | -1.5% | -4.9% | +3.4% | +0.5% |
| 30D | -1.2% | -1.1% | -0.1% | -0.9% |
| 3M | +9.2% | +6.6% | +2.6% | +5.3% |
| 6M | +16.3% | -15.5% | +31.8% | +23.0% |
| YTD | +5.4% | -6.7% | +12.1% | +6.1% |
| 1Y | +7.6% | -15.6% | +23.2% | +13.0% |
| 3Y | +74.2% | -33.7% | +107.9% | +100.5% |
| 5Y | +66.1% | -46.6% | +112.8% | +110.0% |
| All | +248.8% | +7.4% | +241.4% | +196.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling