+51.6%
XOM vs CMCSA
-15.8%
+67.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | +0.5% |
| 7D | +1.9% | -5.6% | +7.4% | +2.1% |
| 30D | +4.1% | -1.9% | +5.9% | +4.0% |
| 3M | +10.4% | +6.4% | +4.0% | +9.8% |
| 6M | +13.0% | -16.9% | +30.0% | +15.5% |
| YTD | +40.1% | -6.8% | +46.8% | +40.8% |
| All | +51.6% | -15.8% | +67.5% | +64.6% |
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