+139.0%
SHOP vs CMCSA
-27.6%
+166.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -3.8% |
| 7D | +2.8% | +4.6% | -1.7% | +1.6% |
| 30D | -14.2% | +19.8% | -34.0% | -18.4% |
| 3M | -5.5% | -0.3% | -5.3% | -5.4% |
| 6M | +32.8% | +0.3% | +32.5% | +32.5% |
| YTD | -8.9% | -6.9% | -2.0% | -9.0% |
| 1Y | -7.7% | +2.6% | -10.3% | -11.3% |
| 3Y | +139.0% | -29.0% | +168.0% | +149.9% |
| All | +139.0% | -27.6% | +166.6% | +149.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling