-48.2%
CMCSA vs SHEL
+192.5%
-240.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.3% | -6.9% | -6.7% |
| 7D | -8.3% | +3.0% | -11.3% | -8.8% |
| 30D | -2.4% | +7.2% | -9.6% | -3.7% |
| 3M | +4.5% | +12.9% | -8.4% | +1.9% |
| 6M | -18.8% | +13.7% | -32.5% | -21.1% |
| YTD | -8.9% | +33.7% | -42.6% | -14.7% |
| 1Y | -18.3% | +37.9% | -56.2% | -24.1% |
| 3Y | -35.0% | +70.2% | -105.2% | -42.5% |
| 5Y | -48.2% | +192.3% | -240.5% | -60.7% |
| All | -48.2% | +192.5% | -240.6% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling