-15.6%
CMCSA vs SHAK
-34.9%
+19.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | -0.1% |
| 7D | -4.9% | -8.3% | +3.4% | -4.4% |
| 30D | -1.1% | -12.6% | +11.6% | -0.4% |
| 3M | +6.6% | +9.1% | -2.6% | +6.2% |
| 6M | -15.5% | -31.2% | +15.8% | -15.7% |
| YTD | -6.7% | -21.6% | +14.9% | -8.1% |
| 1Y | -15.6% | -38.8% | +23.2% | -14.3% |
| All | -15.6% | -34.9% | +19.3% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling