+8,434.7%
SHOP vs CMCSA
+29.9%
+8,404.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -5.1% | -2.1% | -3.0% | -4.0% |
| 30D | +0.6% | +7.0% | -6.4% | -2.9% |
| 3M | +25.0% | +15.1% | +9.9% | +15.8% |
| 6M | +11.9% | -15.4% | +27.3% | +19.6% |
| YTD | -9.9% | -1.9% | -8.0% | -11.4% |
| 1Y | 0.0% | -12.7% | +12.7% | +4.2% |
| 3Y | +117.5% | -31.0% | +148.5% | +151.9% |
| 5Y | -6.6% | -46.1% | +39.5% | +17.9% |
| 10Y | +3,320.3% | +10.8% | +3,309.5% | +2,786.2% |
| All | +8,434.7% | +29.9% | +8,404.8% | +7,266.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling