-11.6%
SHOP vs CMCSA
-19.1%
+7.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.6% | +1.2% | -4.2% |
| 7D | -10.6% | -8.3% | -2.3% | -9.2% |
| 30D | -18.3% | -2.4% | -15.9% | -17.7% |
| 3M | +14.8% | +4.5% | +10.3% | +14.2% |
| 6M | -5.0% | -18.8% | +13.7% | -5.0% |
| YTD | -21.2% | -8.9% | -12.3% | -21.8% |
| 1Y | -11.6% | -18.3% | +6.7% | -8.2% |
| All | -11.6% | -19.1% | +7.5% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling