-3.5%
CMCSA vs SE
+589.8%
-593.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -2.1% | -6.1% | +4.0% | -1.5% |
| 30D | +7.0% | -2.5% | +9.5% | +7.1% |
| 3M | +15.1% | +21.7% | -6.6% | +12.6% |
| 6M | -15.4% | +27.0% | -42.4% | -17.8% |
| YTD | -1.9% | -12.1% | +10.2% | -1.5% |
| 1Y | -12.7% | -40.9% | +28.2% | -9.1% |
| 3Y | -31.0% | +191.0% | -222.0% | -40.2% |
| 5Y | -46.1% | -68.3% | +22.2% | -44.7% |
| All | -3.5% | +589.8% | -593.3% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling