+6.1%
CMCSA vs SHEL
+214.0%
-207.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -4.9% | +4.1% | -9.0% | -5.9% |
| 30D | -1.1% | +8.4% | -9.4% | -3.2% |
| 3M | +6.6% | +13.7% | -7.1% | +2.8% |
| 6M | -15.5% | +12.7% | -28.2% | -18.5% |
| YTD | -6.7% | +35.3% | -42.0% | -14.7% |
| 1Y | -15.6% | +39.4% | -55.0% | -23.5% |
| 3Y | -33.7% | +71.5% | -105.1% | -43.7% |
| 5Y | -46.6% | +195.0% | -241.6% | -62.2% |
| All | +6.1% | +214.0% | -207.9% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 10y: compounded portfolio wealth divided by compounded SHEL 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…
10y analysis · Full analysis span regression · 6 months rolling