+123.8%
STX vs CMCSA
+3.3%
+120.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.0% | -13.1% | -5.4% |
| 7D | -20.2% | +15.2% | -35.4% | -13.7% |
| 30D | -37.2% | +17.0% | -54.2% | -31.4% |
| 3M | -34.1% | +1.2% | -35.3% | -32.0% |
| 6M | -24.5% | -5.5% | -19.0% | -21.3% |
| YTD | +102.9% | -6.5% | +109.5% | +118.5% |
| 1Y | +123.8% | +1.8% | +122.0% | +141.1% |
| All | +123.8% | +3.3% | +120.4% | +141.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling