+1,117.4%
XLI vs CMCSA
+351.7%
+765.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -1.1% | -2.1% | +1.1% | -0.4% |
| 30D | -5.9% | +7.0% | -13.0% | -8.2% |
| 3M | -0.3% | +15.1% | -15.4% | -5.5% |
| 6M | +0.1% | -15.4% | +15.5% | +4.5% |
| YTD | +13.6% | -1.9% | +15.5% | +12.5% |
| 1Y | +17.2% | -12.7% | +29.9% | +20.3% |
| 3Y | +68.2% | -31.0% | +99.2% | +83.8% |
| 5Y | +80.7% | -46.1% | +126.8% | +111.2% |
| 10Y | +253.3% | +10.8% | +242.4% | +218.6% |
| All | +1,117.4% | +351.7% | +765.7% | +544.6% |
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