+5.4%
CMCSA vs SO
+188.0%
-182.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | +2.7% | -1.1% | +3.8% | +3.1% |
| 30D | +18.6% | +8.6% | +10.0% | +15.0% |
| 3M | -1.8% | +1.8% | -3.6% | -2.6% |
| 6M | -0.7% | +3.6% | -4.3% | -2.2% |
| YTD | -7.8% | +9.9% | -17.8% | -11.4% |
| 1Y | +0.7% | +5.7% | -5.0% | -1.7% |
| 3Y | -28.0% | +52.5% | -80.4% | -39.9% |
| 5Y | -42.1% | +77.3% | -119.4% | -55.1% |
| All | +5.4% | +188.0% | -182.5% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling