+31.4%
CMCSA vs SHAK
+34.1%
-2.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.5% | -0.1% | -5.8% |
| 7D | -8.3% | -7.2% | -1.1% | -7.4% |
| 30D | -2.4% | -11.8% | +9.4% | -0.9% |
| 3M | +4.5% | +17.2% | -12.7% | +2.2% |
| 6M | -18.8% | -34.1% | +15.4% | -15.7% |
| YTD | -8.9% | -22.4% | +13.4% | -7.8% |
| 1Y | -18.3% | -35.9% | +17.6% | -15.3% |
| 3Y | -35.0% | -3.4% | -31.6% | -38.3% |
| 5Y | -48.2% | -25.4% | -22.7% | -50.7% |
| 10Y | +4.6% | +83.4% | -78.9% | -14.6% |
| All | +31.4% | +34.1% | -2.6% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling