+2,497.2%
CMCSA vs STRL
+11,482.4%
-8,985.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +4.6% | -19.8% | +24.4% | +5.1% |
| 30D | +19.8% | -43.6% | +63.4% | +21.6% |
| 3M | -0.3% | -45.2% | +45.0% | +1.2% |
| 6M | +0.3% | -65.7% | +66.0% | +2.9% |
| YTD | -6.9% | -5.4% | -1.5% | -8.4% |
| 1Y | +2.6% | -24.7% | +27.3% | +1.6% |
| 3Y | -29.0% | +335.0% | -364.1% | -34.7% |
| 5Y | -42.0% | +915.3% | -957.3% | -48.4% |
| 10Y | +6.4% | +3,877.5% | -3,871.0% | -10.4% |
| All | +2,497.2% | +11,482.4% | -8,985.2% | +2,192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling