+1.8%
CMCSA vs SPG
+34.3%
-32.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.9% | +2.1% | +3.4% |
| 7D | +15.2% | +8.2% | +7.0% | +10.6% |
| 30D | +17.0% | +13.5% | +3.5% | +9.6% |
| 3M | +1.2% | +2.2% | -1.0% | -0.5% |
| 6M | -5.5% | +15.9% | -21.4% | -11.5% |
| YTD | -6.5% | +27.6% | -34.1% | -15.0% |
| 1Y | +1.8% | +30.9% | -29.1% | -9.6% |
| All | +1.8% | +34.3% | -32.5% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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