+2,069.3%
CMCSA vs SU
+61,771.6%
-59,702.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.7% | -8.3% | -6.6% |
| 7D | -8.3% | +1.6% | -9.8% | -8.3% |
| 30D | -2.4% | +10.7% | -13.2% | -2.4% |
| 3M | +4.5% | +13.5% | -9.0% | +4.5% |
| 6M | -18.8% | +21.8% | -40.6% | -18.8% |
| YTD | -8.9% | +58.8% | -67.8% | -9.0% |
| 1Y | -18.3% | +72.0% | -90.3% | -18.4% |
| 3Y | -35.0% | +121.7% | -156.7% | -35.0% |
| 5Y | -48.2% | +350.4% | -398.6% | -48.3% |
| 10Y | +4.6% | +264.7% | -260.1% | +4.3% |
| All | +2,069.3% | +61,771.6% | -59,702.3% | +2,046.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling