+11.9%
SHOP vs CMCSA
-12.0%
+23.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -5.1% | -2.1% | -3.0% | -4.7% |
| 30D | +0.6% | +7.0% | -6.4% | -0.6% |
| 3M | +25.0% | +15.1% | +9.9% | +22.1% |
| 6M | +11.9% | -15.4% | +27.3% | +6.3% |
| All | +11.9% | -12.0% | +23.9% | +6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling