+973.0%
CMCSA vs SUI
+4,072.7%
-3,099.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +4.6% | +3.4% | +1.1% | +3.3% |
| 30D | +19.8% | +4.6% | +15.2% | +17.8% |
| 3M | -0.3% | +1.6% | -1.8% | -0.9% |
| 6M | +0.3% | -3.5% | +3.8% | +1.6% |
| YTD | -6.9% | -1.0% | -5.9% | -6.9% |
| 1Y | +2.6% | -1.7% | +4.3% | +2.9% |
| 3Y | -29.0% | +18.4% | -47.4% | -34.8% |
| 5Y | -42.0% | -26.3% | -15.6% | -37.5% |
| 10Y | +6.4% | +123.3% | -116.9% | -29.1% |
| All | +973.0% | +4,072.7% | -3,099.7% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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