+1.1%
CMCSA vs STRL
-22.7%
+23.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.5% | +1.2% |
| 7D | +3.2% | +15.7% | -12.5% | +4.6% |
| 30D | +19.5% | -35.5% | +55.0% | +15.9% |
| 3M | -2.4% | -47.1% | +44.7% | -6.5% |
| 6M | +3.8% | -65.8% | +69.6% | -2.1% |
| YTD | -5.4% | -4.5% | -0.9% | -5.0% |
| 1Y | +1.1% | -10.5% | +11.6% | +1.3% |
| All | +1.1% | -22.7% | +23.8% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling