-0.5%
SHOP vs CMCSA
-41.6%
+41.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -4.1% |
| 7D | +2.8% | +4.6% | -1.7% | +0.2% |
| 30D | -14.2% | +19.8% | -34.0% | -23.1% |
| 3M | -5.5% | -0.3% | -5.3% | -6.0% |
| 6M | +32.8% | +0.3% | +32.5% | +31.0% |
| YTD | -8.9% | -6.9% | -2.0% | -9.1% |
| 1Y | -7.7% | +2.6% | -10.3% | -14.7% |
| 3Y | +139.0% | -29.0% | +168.0% | +174.8% |
| 5Y | -0.5% | -42.0% | +41.4% | +19.0% |
| All | -0.5% | -41.6% | +41.0% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling