+511.2%
CMCSA vs SRE
+1,451.4%
-940.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.1% |
| 7D | +3.2% | +1.8% | +1.4% | +2.4% |
| 30D | +19.5% | -3.0% | +22.5% | +20.9% |
| 3M | -2.4% | -7.3% | +4.9% | +0.3% |
| 6M | +3.8% | -11.9% | +15.7% | +8.8% |
| YTD | -5.4% | -7.9% | +2.5% | -3.2% |
| 1Y | +1.1% | -11.1% | +12.3% | +5.0% |
| 3Y | -27.1% | +24.8% | -51.9% | -36.7% |
| 5Y | -40.3% | +52.4% | -92.7% | -53.3% |
| 10Y | +6.0% | +127.9% | -121.9% | -35.4% |
| All | +511.2% | +1,451.4% | -940.2% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling