+4,294.1%
XOM vs CMCSA
+2,309.4%
+1,984.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +0.9% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +5.7% | +3.8% | +1.8% | +4.7% |
| 3M | +6.6% | +12.3% | -5.8% | +3.5% |
| 6M | +7.7% | -15.4% | +23.1% | +10.7% |
| YTD | +36.2% | -2.5% | +38.7% | +35.7% |
| 1Y | +50.5% | -13.4% | +63.9% | +53.5% |
| 3Y | +53.4% | -30.4% | +83.7% | +62.5% |
| 5Y | +254.2% | -45.0% | +299.2% | +289.9% |
| 10Y | +177.9% | +10.2% | +167.7% | +162.7% |
| All | +4,294.1% | +2,309.4% | +1,984.6% | +2,571.3% |
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