+2,941.1%
SHOP vs CMCSA
+7.3%
+2,933.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.3% |
| 7D | -13.2% | -5.6% | -7.7% | -10.7% |
| 30D | -17.0% | -1.9% | -15.2% | -16.3% |
| 3M | +17.0% | +6.4% | +10.6% | +13.0% |
| 6M | -2.1% | -16.9% | +14.8% | +5.4% |
| YTD | -21.4% | -6.8% | -14.6% | -20.7% |
| 1Y | -11.0% | -15.9% | +4.9% | -5.6% |
| 3Y | +100.9% | -33.4% | +134.3% | +135.8% |
| 5Y | -14.7% | -46.7% | +32.0% | +6.7% |
| All | +2,941.1% | +7.3% | +2,933.8% | +2,709.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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