-29.0%
CMCSA vs SM
-12.9%
-16.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.5% | +0.9% |
| 7D | +4.6% | -19.5% | +24.1% | +6.2% |
| 30D | +19.8% | -20.2% | +40.0% | +21.7% |
| 3M | -0.3% | -6.5% | +6.2% | -0.5% |
| 6M | +0.3% | +1.6% | -1.3% | -1.6% |
| YTD | -6.9% | +61.2% | -68.2% | -15.5% |
| 1Y | +2.6% | +65.4% | -62.8% | -7.4% |
| 3Y | -29.0% | -13.0% | -16.0% | -33.4% |
| All | -29.0% | -12.9% | -16.2% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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