+533.6%
CMCSA vs SRE
+1,525.5%
-991.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | +7.0% | -0.7% | +7.8% | +7.1% |
| 3M | +15.1% | -6.3% | +21.4% | +17.8% |
| 6M | -15.4% | -10.7% | -4.7% | -11.7% |
| YTD | -1.9% | -3.5% | +1.6% | -1.4% |
| 1Y | -12.7% | +5.3% | -18.0% | -15.8% |
| 3Y | -31.0% | +31.8% | -62.8% | -41.5% |
| 5Y | -46.1% | +47.4% | -93.5% | -57.1% |
| 10Y | +10.8% | +120.6% | -109.7% | -31.3% |
| All | +533.6% | +1,525.5% | -991.9% | +67.8% |
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