+2,222.8%
CMCSA vs SHEL
+2,525.5%
-302.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.2% | -1.3% |
| 7D | +0.1% | +1.9% | -1.8% | -0.4% |
| 30D | +3.8% | +8.7% | -4.8% | +1.5% |
| 3M | +12.3% | +11.0% | +1.4% | +9.1% |
| 6M | -15.4% | +14.6% | -29.9% | -18.7% |
| YTD | -2.5% | +33.3% | -35.8% | -10.3% |
| 1Y | -13.4% | +37.9% | -51.2% | -21.1% |
| 3Y | -30.4% | +69.7% | -100.1% | -40.4% |
| 5Y | -45.0% | +190.1% | -235.2% | -60.0% |
| 10Y | +10.2% | +197.0% | -186.8% | -24.4% |
| All | +2,222.8% | +2,525.5% | -302.8% | +1,062.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling