+191.6%
XOM vs CMCSA
+7.3%
+184.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | -0.2% |
| 7D | +1.9% | -5.6% | +7.4% | +3.7% |
| 30D | +4.1% | -1.9% | +5.9% | +4.4% |
| 3M | +10.4% | +6.4% | +4.0% | +7.2% |
| 6M | +13.0% | -16.9% | +30.0% | +18.8% |
| YTD | +40.1% | -6.8% | +46.8% | +40.8% |
| 1Y | +51.1% | -15.9% | +67.0% | +57.4% |
| 3Y | +57.7% | -33.4% | +91.1% | +76.0% |
| 5Y | +264.7% | -46.7% | +311.4% | +340.7% |
| All | +191.6% | +7.3% | +184.3% | +166.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling