+8,524.1%
SHOP vs CMCSA
+23.2%
+8,500.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -4.1% |
| 7D | +2.8% | +4.6% | -1.7% | +0.6% |
| 30D | -14.2% | +19.8% | -34.0% | -21.9% |
| 3M | -5.5% | -0.3% | -5.3% | -6.0% |
| 6M | +32.8% | +0.3% | +32.5% | +31.2% |
| YTD | -8.9% | -6.9% | -2.0% | -8.6% |
| 1Y | -7.7% | +2.6% | -10.3% | -12.5% |
| 3Y | +139.0% | -29.0% | +168.0% | +169.5% |
| 5Y | -0.5% | -42.0% | +41.4% | +22.0% |
| 10Y | +3,557.0% | +6.4% | +3,550.6% | +3,025.0% |
| All | +8,524.1% | +23.2% | +8,500.9% | +7,501.7% |
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