-27.1%
CMCSA vs SMR
+125.1%
-152.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +1.5% |
| 7D | +3.2% | -8.3% | +11.4% | +3.3% |
| 30D | +19.5% | -20.1% | +39.6% | +19.9% |
| 3M | -2.4% | -52.7% | +50.3% | -1.4% |
| 6M | +3.8% | -61.0% | +64.9% | +5.3% |
| YTD | -5.4% | -67.1% | +61.7% | -4.2% |
| 1Y | +1.1% | -79.9% | +81.0% | +3.4% |
| 3Y | -27.1% | +101.7% | -128.9% | -37.5% |
| All | -27.1% | +125.1% | -152.2% | -37.5% |
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