-33.8%
CMCSA vs SHAK
-5.6%
-28.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.4% | +2.5% |
| 7D | -5.6% | -11.0% | +5.4% | -4.6% |
| 30D | -1.9% | -14.0% | +12.2% | -0.6% |
| 3M | +6.4% | +13.3% | -6.8% | +5.2% |
| 6M | -16.9% | -35.3% | +18.4% | -14.9% |
| YTD | -6.8% | -24.0% | +17.2% | -6.2% |
| 1Y | -15.9% | -36.7% | +20.8% | -13.9% |
| All | -33.8% | -5.6% | -28.1% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling