-31.0%
CMCSA vs SO
+45.4%
-76.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -1.9% |
| 7D | +5.0% | -1.5% | +6.5% | +5.5% |
| 30D | +16.5% | +8.1% | +8.4% | +14.1% |
| 3M | -1.6% | +0.2% | -1.8% | -1.7% |
| 6M | -5.0% | +0.4% | -5.4% | -5.2% |
| YTD | -8.3% | +8.5% | -16.8% | -10.2% |
| 1Y | +0.4% | +4.9% | -4.5% | -0.9% |
| 3Y | -31.0% | +47.9% | -78.9% | -39.6% |
| All | -31.0% | +45.4% | -76.4% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling