-44.8%
CMCSA vs SLB
+132.5%
-177.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | +7.0% | +15.8% | -8.8% | +4.5% |
| 3M | +15.1% | -0.3% | +15.4% | +14.8% |
| 6M | -15.4% | +21.3% | -36.7% | -18.5% |
| YTD | -1.9% | +52.3% | -54.2% | -9.4% |
| 1Y | -12.7% | +63.6% | -76.3% | -20.6% |
| 3Y | -31.0% | +3.8% | -34.8% | -34.0% |
| All | -44.8% | +132.5% | -177.4% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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