+46.0%
XOM vs CMCSA
-12.9%
+58.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | +1.8% | -2.1% | +3.9% | +1.9% |
| 30D | +5.9% | +7.0% | -1.2% | +5.4% |
| 3M | +5.6% | +15.1% | -9.5% | +4.6% |
| 6M | +7.9% | -15.4% | +23.2% | +10.6% |
| YTD | +35.2% | -1.9% | +37.1% | +35.7% |
| 1Y | +46.0% | -12.7% | +58.7% | +56.6% |
| All | +46.0% | -12.9% | +58.9% | +56.6% |
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