+351.9%
CMCSA vs SCHG
+1,127.0%
-775.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.9% | -6.2% |
| 7D | -8.3% | -0.9% | -7.4% | -7.7% |
| 30D | -2.4% | -2.3% | -0.1% | -0.9% |
| 3M | +4.5% | +4.5% | 0.0% | +1.3% |
| 6M | -18.8% | +13.6% | -32.3% | -26.0% |
| YTD | -8.9% | +7.6% | -16.5% | -14.2% |
| 1Y | -18.3% | +13.0% | -31.3% | -25.9% |
| 3Y | -35.0% | +87.0% | -121.9% | -60.3% |
| 5Y | -48.2% | +82.9% | -131.0% | -68.8% |
| 10Y | +4.6% | +453.6% | -449.1% | -76.7% |
| All | +351.9% | +1,127.0% | -775.1% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling