+6.0%
CMCSA vs SRE
+124.1%
-118.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +2.7% |
| 7D | -5.6% | -0.7% | -4.9% | -5.4% |
| 30D | -1.9% | -1.7% | -0.1% | -1.5% |
| 3M | +6.4% | -7.1% | +13.5% | +8.7% |
| 6M | -16.9% | -8.4% | -8.6% | -14.9% |
| YTD | -6.8% | -3.5% | -3.3% | -6.4% |
| 1Y | -15.9% | +5.4% | -21.3% | -18.2% |
| 3Y | -33.4% | +29.5% | -62.9% | -41.1% |
| 5Y | -46.7% | +48.3% | -95.0% | -55.3% |
| All | +6.0% | +124.1% | -118.1% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling