-27.1%
CMCSA vs SHEL
+71.4%
-98.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.1% | +1.2% |
| 7D | +3.2% | +0.8% | +2.4% | +3.0% |
| 30D | +19.5% | -3.6% | +23.1% | +20.2% |
| 3M | -2.4% | +12.0% | -14.4% | -4.5% |
| 6M | +3.8% | +19.7% | -15.9% | +0.1% |
| YTD | -5.4% | +39.6% | -45.0% | -12.8% |
| 1Y | +1.1% | +36.4% | -35.3% | -6.2% |
| 3Y | -27.1% | +70.2% | -97.3% | -37.3% |
| All | -27.1% | +71.4% | -98.5% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling