-29.6%
CMCSA vs STRL
+509.6%
-539.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.8% | -6.4% | -0.5% |
| 7D | -2.1% | +3.4% | -5.5% | -2.1% |
| 30D | +7.0% | -9.2% | +16.3% | +6.9% |
| 3M | +15.1% | -51.0% | +66.1% | +15.4% |
| 6M | -15.4% | +15.8% | -31.1% | -17.1% |
| YTD | -1.9% | +58.9% | -60.8% | -5.2% |
| 1Y | -12.7% | +68.5% | -81.2% | -16.3% |
| All | -29.6% | +509.6% | -539.2% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling