+3.2%
CMCSA vs SPG
+114.5%
-111.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -0.6% | +3.1% | -3.7% | -1.4% |
| 30D | +18.8% | +16.4% | +2.3% | +14.2% |
| 3M | -1.1% | +7.1% | -8.2% | -2.8% |
| 6M | +2.5% | +16.1% | -13.5% | -1.4% |
| YTD | -6.7% | +30.4% | -37.2% | -13.0% |
| 1Y | 0.0% | +33.0% | -33.0% | -7.3% |
| 3Y | -28.9% | +134.6% | -163.5% | -43.5% |
| 5Y | -41.1% | +84.9% | -126.0% | -51.2% |
| All | +3.2% | +114.5% | -111.3% | -18.8% |
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