-32.5%
CMCSA vs SMR
+1.6%
-34.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.6% | +7.9% | +2.5% |
| 7D | -5.6% | +4.7% | -10.3% | -5.7% |
| 30D | -1.9% | +3.2% | -5.1% | -2.0% |
| 3M | +6.4% | +9.9% | -3.5% | +6.0% |
| 6M | -16.9% | -15.1% | -1.8% | -16.9% |
| YTD | -6.8% | -27.9% | +21.2% | -6.7% |
| 1Y | -15.9% | -70.2% | +54.3% | -14.2% |
| 3Y | -33.4% | +72.5% | -105.9% | -40.6% |
| All | -32.5% | +1.6% | -34.1% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling