-47.2%
CMCSA vs SHAK
-22.8%
-24.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | -0.3% |
| 7D | -4.9% | -8.3% | +3.4% | -3.9% |
| 30D | -1.1% | -12.6% | +11.6% | +0.5% |
| 3M | +6.6% | +9.1% | -2.6% | +5.2% |
| 6M | -15.5% | -31.2% | +15.8% | -12.9% |
| YTD | -6.7% | -21.6% | +14.9% | -5.8% |
| 1Y | -15.6% | -38.8% | +23.2% | -12.0% |
| 3Y | -33.7% | +0.6% | -34.3% | -38.7% |
| All | -47.2% | -22.8% | -24.4% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling