-40.2%
CMCSA vs STLD
+274.1%
-314.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +2.0% |
| 7D | +3.2% | +2.9% | +0.2% | +2.7% |
| 30D | +19.5% | -5.6% | +25.1% | +20.4% |
| 3M | -2.4% | -11.7% | +9.3% | -0.8% |
| 6M | +3.8% | -2.8% | +6.6% | +3.3% |
| YTD | -5.4% | +36.4% | -41.8% | -12.1% |
| 1Y | +1.1% | +50.0% | -48.9% | -7.8% |
| 3Y | -27.1% | +122.3% | -149.4% | -39.3% |
| All | -40.2% | +274.1% | -314.2% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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