-40.2%
CMCSA vs SRE
+51.3%
-91.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.3% |
| 7D | +3.2% | +1.8% | +1.4% | +2.6% |
| 30D | +19.5% | -3.0% | +22.5% | +20.4% |
| 3M | -2.4% | -7.3% | +4.9% | -0.6% |
| 6M | +3.8% | -11.9% | +15.7% | +7.3% |
| YTD | -5.4% | -7.9% | +2.5% | -3.9% |
| 1Y | +1.1% | -11.1% | +12.3% | +3.8% |
| 3Y | -27.1% | +24.8% | -51.9% | -36.1% |
| All | -40.2% | +51.3% | -91.5% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling