+80.4%
XLI vs CMCSA
-46.8%
+127.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.3% |
| 7D | -2.3% | -5.6% | +3.3% | -1.0% |
| 30D | -8.2% | -1.9% | -6.3% | -7.9% |
| 3M | +0.8% | +6.4% | -5.7% | -1.3% |
| 6M | +0.8% | -16.9% | +17.8% | +5.1% |
| YTD | +10.5% | -6.8% | +17.3% | +11.2% |
| 1Y | +14.1% | -15.9% | +30.0% | +18.2% |
| 3Y | +68.6% | -33.4% | +102.0% | +84.7% |
| 5Y | +80.4% | -46.7% | +127.1% | +100.7% |
| All | +80.4% | -46.8% | +127.2% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling