+6.1%
CMCSA vs SU
+267.2%
-261.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.1% |
| 7D | -4.9% | +2.2% | -7.1% | -5.3% |
| 30D | -1.1% | +8.4% | -9.5% | -2.6% |
| 3M | +6.6% | +12.1% | -5.5% | +4.1% |
| 6M | -15.5% | +19.7% | -35.1% | -18.7% |
| YTD | -6.7% | +58.4% | -65.1% | -15.0% |
| 1Y | -15.6% | +67.2% | -82.8% | -24.0% |
| 3Y | -33.7% | +125.0% | -158.7% | -44.2% |
| 5Y | -46.6% | +355.1% | -401.7% | -62.4% |
| All | +6.1% | +267.2% | -261.1% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling