-45.0%
CMCSA vs SO
+61.3%
-106.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | +0.1% | +1.0% | -0.9% | -0.2% |
| 30D | +3.8% | -3.2% | +7.0% | +4.9% |
| 3M | +12.3% | -1.7% | +14.0% | +12.9% |
| 6M | -15.4% | -7.2% | -8.2% | -13.4% |
| YTD | -2.5% | +4.6% | -7.1% | -4.2% |
| 1Y | -13.4% | +1.2% | -14.6% | -14.1% |
| 3Y | -30.4% | +45.3% | -75.6% | -40.7% |
| 5Y | -45.0% | +58.7% | -103.7% | -56.8% |
| All | -45.0% | +61.3% | -106.3% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling