+2,222.8%
CMCSA vs SYY
+4,446.6%
-2,223.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.1% | -2.8% | +2.9% | +1.2% |
| 30D | +3.8% | -5.3% | +9.1% | +6.1% |
| 3M | +12.3% | +5.1% | +7.2% | +10.1% |
| 6M | -15.4% | -5.0% | -10.4% | -14.6% |
| YTD | -2.5% | +10.7% | -13.2% | -8.1% |
| 1Y | -13.4% | +0.7% | -14.0% | -15.2% |
| 3Y | -30.4% | +24.0% | -54.4% | -38.1% |
| 5Y | -45.0% | +19.3% | -64.3% | -50.9% |
| 10Y | +10.2% | +96.4% | -86.2% | -27.8% |
| All | +2,222.8% | +4,446.6% | -2,223.8% | +288.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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