+2,085.1%
CMCSA vs SO
+6,268.1%
-4,183.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -1.8% |
| 7D | +5.0% | -1.5% | +6.5% | +5.7% |
| 30D | +16.5% | +8.1% | +8.4% | +12.9% |
| 3M | -1.6% | +0.2% | -1.8% | -1.7% |
| 6M | -5.0% | +0.4% | -5.4% | -5.4% |
| YTD | -8.3% | +8.5% | -16.8% | -11.7% |
| 1Y | +0.4% | +4.9% | -4.5% | -2.0% |
| 3Y | -31.0% | +47.9% | -78.9% | -42.3% |
| 5Y | -42.5% | +75.7% | -118.2% | -55.9% |
| 10Y | +12.6% | +178.0% | -165.4% | -31.0% |
| All | +2,085.1% | +6,268.1% | -4,183.0% | +274.7% |
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