+5.4%
CMCSA vs SPG
+116.4%
-111.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +0.7% | +2.7% | -2.1% | 0.0% |
| 30D | +21.0% | +16.6% | +4.4% | +16.2% |
| 3M | -0.9% | +8.1% | -9.0% | -2.9% |
| 6M | +2.9% | +19.3% | -16.4% | -1.7% |
| YTD | -5.9% | +31.1% | -37.0% | -12.4% |
| 1Y | +2.5% | +32.8% | -30.3% | -4.9% |
| 3Y | -28.3% | +135.8% | -164.1% | -43.1% |
| 5Y | -40.8% | +85.1% | -125.9% | -50.9% |
| 10Y | +5.4% | +115.9% | -110.5% | -17.3% |
| All | +5.4% | +116.4% | -111.0% | -17.3% |
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