+10.2%
CMCSA vs SPGI
+296.1%
-285.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.6% |
| 7D | +0.1% | -2.5% | +2.6% | +1.0% |
| 30D | +3.8% | +5.4% | -1.6% | +1.6% |
| 3M | +12.3% | +9.0% | +3.3% | +7.9% |
| 6M | -15.4% | +0.8% | -16.2% | -16.4% |
| YTD | -2.5% | -12.6% | +10.1% | +1.1% |
| 1Y | -13.4% | -16.1% | +2.8% | -8.8% |
| 3Y | -30.4% | +19.0% | -49.3% | -37.9% |
| 5Y | -45.0% | +5.1% | -50.1% | -49.5% |
| 10Y | +10.2% | +295.5% | -285.3% | -42.8% |
| All | +10.2% | +296.1% | -285.9% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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