+253.9%
XLI vs CMCSA
+7.4%
+246.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -1.7% | -4.9% | +3.2% | +0.1% |
| 30D | -7.3% | -1.1% | -6.2% | -7.1% |
| 3M | -1.3% | +6.6% | -7.9% | -4.5% |
| 6M | +2.2% | -15.5% | +17.7% | +7.4% |
| YTD | +11.7% | -6.7% | +18.4% | +12.3% |
| 1Y | +14.3% | -15.6% | +29.9% | +19.3% |
| 3Y | +70.3% | -33.7% | +104.0% | +92.4% |
| 5Y | +82.3% | -46.6% | +129.0% | +123.4% |
| All | +253.9% | +7.4% | +246.5% | +206.1% |
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