-30.4%
CMCSA vs SE
+194.4%
-224.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | +0.1% | +0.6% | -0.5% | +0.1% |
| 30D | +3.8% | -0.1% | +3.9% | +3.7% |
| 3M | +12.3% | +34.1% | -21.8% | +10.1% |
| 6M | -15.4% | +23.2% | -38.6% | -16.7% |
| YTD | -2.5% | -11.2% | +8.7% | -1.9% |
| 1Y | -13.4% | -40.5% | +27.2% | -9.7% |
| 3Y | -30.4% | +196.3% | -226.6% | -36.6% |
| All | -30.4% | +194.4% | -224.7% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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