-35.3%
CMCSA vs SMR
+81.4%
-116.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.3% | -3.3% | -6.5% |
| 7D | -8.3% | +13.1% | -21.4% | -8.5% |
| 30D | -2.4% | +17.8% | -20.2% | -2.8% |
| 3M | +4.5% | +8.1% | -3.6% | +4.2% |
| 6M | -18.8% | -11.1% | -7.7% | -18.8% |
| YTD | -8.9% | -23.7% | +14.8% | -9.0% |
| 1Y | -18.3% | -69.4% | +51.1% | -16.9% |
| All | -35.3% | +81.4% | -116.7% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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