-28.0%
CMCSA vs SPGI
+30.9%
-58.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +2.7% | -0.9% | +3.5% | +2.9% |
| 30D | +18.6% | +15.5% | +3.1% | +14.8% |
| 3M | -1.8% | +15.7% | -17.5% | -5.1% |
| 6M | -0.7% | +19.1% | -19.7% | -4.8% |
| YTD | -7.8% | -4.1% | -3.8% | -6.7% |
| 1Y | +0.7% | +1.2% | -0.5% | -0.1% |
| 3Y | -28.0% | +31.6% | -59.5% | -37.5% |
| All | -28.0% | +30.9% | -58.9% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling