-33.7%
CMCSA vs SCHG
+86.3%
-119.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.1% |
| 7D | -4.9% | -1.0% | -3.8% | -4.6% |
| 30D | -1.1% | -1.3% | +0.2% | -0.7% |
| 3M | +6.6% | +5.4% | +1.1% | +4.9% |
| 6M | -15.5% | +14.4% | -29.9% | -19.0% |
| YTD | -6.7% | +8.0% | -14.7% | -9.0% |
| 1Y | -15.6% | +12.7% | -28.3% | -19.1% |
| 3Y | -33.7% | +85.6% | -119.3% | -53.5% |
| All | -33.7% | +86.3% | -119.9% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 3y: compounded portfolio wealth divided by compounded SCHG 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…
3y analysis · Full analysis span regression · 6 months rolling