-30.4%
CMCSA vs SPG
+112.2%
-142.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.0% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +3.8% | -4.9% | +8.8% | +5.6% |
| 3M | +12.3% | +3.3% | +9.0% | +11.2% |
| 6M | -15.4% | +11.2% | -26.6% | -18.2% |
| YTD | -2.5% | +17.1% | -19.5% | -7.4% |
| 1Y | -13.4% | +21.6% | -35.0% | -18.8% |
| 3Y | -30.4% | +111.9% | -142.2% | -46.5% |
| All | -30.4% | +112.2% | -142.5% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling