+1,090.9%
CMCSA vs SPG
+5,256.9%
-4,166.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -2.1% | -2.4% | +0.3% | -1.3% |
| 30D | +7.0% | -6.8% | +13.9% | +9.5% |
| 3M | +15.1% | +2.7% | +12.4% | +14.1% |
| 6M | -15.4% | +5.5% | -20.8% | -16.9% |
| YTD | -1.9% | +15.7% | -17.6% | -6.6% |
| 1Y | -12.7% | +20.9% | -33.6% | -18.1% |
| 3Y | -31.0% | +112.4% | -143.4% | -46.8% |
| 5Y | -46.1% | +101.4% | -147.5% | -58.4% |
| 10Y | +10.8% | +60.6% | -49.8% | -18.1% |
| All | +1,090.9% | +5,256.9% | -4,166.0% | +188.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling