-27.1%
CMCSA vs STRL
+341.0%
-368.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.5% | +1.4% |
| 7D | +3.2% | +15.7% | -12.5% | +3.7% |
| 30D | +19.5% | -35.5% | +55.0% | +18.4% |
| 3M | -2.4% | -47.1% | +44.7% | -3.6% |
| 6M | +3.8% | -65.8% | +69.6% | +2.6% |
| YTD | -5.4% | -4.5% | -0.9% | -9.1% |
| 1Y | +1.1% | -10.5% | +11.6% | -2.7% |
| 3Y | -27.1% | +340.6% | -367.7% | -38.2% |
| All | -27.1% | +341.0% | -368.1% | -38.2% |
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