+2,459.5%
CMCSA vs STRL
+10,012.8%
-7,553.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -2.4% |
| 7D | +5.0% | -26.9% | +32.0% | +5.9% |
| 30D | +16.5% | -52.7% | +69.1% | +18.9% |
| 3M | -1.6% | -52.8% | +51.2% | +0.4% |
| 6M | -5.0% | -71.5% | +66.4% | -2.0% |
| YTD | -8.3% | -17.4% | +9.2% | -9.4% |
| 1Y | +0.4% | -35.0% | +35.3% | -0.1% |
| 3Y | -31.0% | +239.2% | -270.2% | -36.0% |
| 5Y | -42.5% | +830.2% | -872.7% | -48.8% |
| 10Y | +12.6% | +3,574.7% | -3,562.1% | -4.9% |
| All | +2,459.5% | +10,012.8% | -7,553.3% | +2,169.4% |
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