+1,477.5%
XLK vs CMCSA
+319.3%
+1,158.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.6% | +6.6% | +2.6% |
| 7D | +2.3% | -8.3% | +10.6% | +5.7% |
| 30D | +0.8% | -2.4% | +3.3% | +1.4% |
| 3M | +4.1% | +4.5% | -0.5% | +1.1% |
| 6M | +34.8% | -18.8% | +53.5% | +43.0% |
| YTD | +30.8% | -8.9% | +39.7% | +31.9% |
| 1Y | +42.4% | -18.3% | +60.6% | +49.2% |
| 3Y | +121.8% | -35.0% | +156.8% | +149.5% |
| 5Y | +146.6% | -48.2% | +194.8% | +199.4% |
| 10Y | +804.3% | +4.6% | +799.7% | +706.2% |
| All | +1,477.5% | +319.3% | +1,158.2% | +545.3% |
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 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