+120.4%
XLK vs CMCSA
-33.4%
+153.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.2% | -4.9% | +5.1% | +0.6% |
| 30D | -0.6% | -1.1% | +0.4% | -0.6% |
| 3M | +2.6% | +6.6% | -4.0% | +1.6% |
| 6M | +34.0% | -15.5% | +49.4% | +36.6% |
| YTD | +30.7% | -6.7% | +37.3% | +30.1% |
| 1Y | +39.2% | -15.6% | +54.8% | +42.3% |
| 3Y | +120.4% | -33.7% | +154.1% | +135.3% |
| All | +120.4% | -33.4% | +153.8% | +135.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling