+4.6%
CMCSA vs SPG
+59.6%
-55.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.4% | -4.2% | -6.0% |
| 7D | -8.3% | -1.7% | -6.6% | -7.8% |
| 30D | -2.4% | -6.3% | +3.8% | -0.7% |
| 3M | +4.5% | -2.4% | +6.9% | +5.2% |
| 6M | -18.8% | +9.6% | -28.4% | -20.7% |
| YTD | -8.9% | +14.2% | -23.1% | -12.1% |
| 1Y | -18.3% | +19.3% | -37.6% | -22.1% |
| 3Y | -35.0% | +106.7% | -141.7% | -46.6% |
| 5Y | -48.2% | +104.2% | -152.4% | -57.9% |
| 10Y | +4.6% | +63.7% | -59.1% | -10.1% |
| All | +4.6% | +59.6% | -55.0% | -10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling