+43.4%
XLK vs CMCSA
-12.9%
+56.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.6% |
| 7D | +0.9% | -2.1% | +3.0% | +0.5% |
| 30D | +0.7% | +7.0% | -6.3% | +1.8% |
| 3M | -2.9% | +15.1% | -18.0% | -0.6% |
| 6M | +34.3% | -15.4% | +49.6% | +32.5% |
| YTD | +30.4% | -1.9% | +32.3% | +30.9% |
| 1Y | +43.4% | -12.7% | +56.1% | +40.6% |
| All | +43.4% | -12.9% | +56.3% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling