-35.3%
CMCSA vs SRE
+30.8%
-66.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -6.5% |
| 7D | -8.3% | +1.5% | -9.7% | -8.6% |
| 30D | -2.4% | +0.8% | -3.3% | -2.7% |
| 3M | +4.5% | -5.8% | +10.3% | +5.7% |
| 6M | -18.8% | -7.8% | -11.0% | -17.4% |
| YTD | -8.9% | -2.4% | -6.6% | -8.9% |
| 1Y | -18.3% | +8.9% | -27.2% | -20.9% |
| All | -35.3% | +30.8% | -66.1% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling