+2,236.9%
CMCSA vs SO
+5,976.4%
-3,739.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | +7.0% | -4.6% | +11.6% | +9.1% |
| 3M | +15.1% | -3.0% | +18.1% | +16.4% |
| 6M | -15.4% | -8.3% | -7.1% | -12.5% |
| YTD | -1.9% | +3.5% | -5.4% | -3.7% |
| 1Y | -12.7% | -0.9% | -11.8% | -12.8% |
| 3Y | -31.0% | +45.4% | -76.4% | -42.0% |
| 5Y | -46.1% | +59.6% | -105.7% | -56.9% |
| 10Y | +10.8% | +156.6% | -145.8% | -29.8% |
| All | +2,236.9% | +5,976.4% | -3,739.5% | +308.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling