+2,117.3%
CMCSA vs SO
+6,358.4%
-4,241.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +4.6% | -0.1% | +4.7% | +4.6% |
| 30D | +19.8% | +8.7% | +11.1% | +15.8% |
| 3M | -0.3% | +3.4% | -3.6% | -1.7% |
| 6M | +0.3% | +3.7% | -3.4% | -1.4% |
| YTD | -6.9% | +10.0% | -17.0% | -10.9% |
| 1Y | +2.6% | +6.6% | -4.0% | -0.5% |
| 3Y | -29.0% | +52.5% | -81.5% | -41.5% |
| 5Y | -42.0% | +76.1% | -118.0% | -55.5% |
| 10Y | +6.4% | +194.9% | -188.4% | -36.3% |
| All | +2,117.3% | +6,358.4% | -4,241.1% | +278.1% |
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