+8,534.1%
SHOP vs CMCSA
+23.5%
+8,510.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.2% |
| 7D | +2.1% | -0.6% | +2.7% | +2.3% |
| 30D | -16.8% | +18.8% | -35.6% | -24.0% |
| 3M | -2.4% | -1.1% | -1.3% | -2.4% |
| 6M | +47.0% | +2.5% | +44.5% | +43.6% |
| YTD | -8.8% | -6.7% | -2.1% | -8.5% |
| 1Y | -6.3% | 0.0% | -6.2% | -9.8% |
| 3Y | +139.3% | -28.9% | +168.2% | +169.5% |
| 5Y | -12.1% | -41.1% | +29.1% | +7.2% |
| 10Y | +3,601.0% | +4.5% | +3,596.5% | +3,109.4% |
| All | +8,534.1% | +23.5% | +8,510.6% | +7,503.7% |
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