-46.7%
CMCSA vs SPGI
+0.1%
-46.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.9% |
| 7D | -5.6% | -8.9% | +3.4% | -2.9% |
| 30D | -1.9% | +0.6% | -2.5% | -2.1% |
| 3M | +6.4% | +2.0% | +4.5% | +5.4% |
| 6M | -16.9% | +0.1% | -17.0% | -17.5% |
| YTD | -6.8% | -16.4% | +9.6% | -2.3% |
| 1Y | -15.9% | -18.9% | +3.0% | -11.0% |
| 3Y | -33.4% | +13.8% | -47.2% | -38.7% |
| 5Y | -46.7% | +0.5% | -47.2% | -53.2% |
| All | -46.7% | +0.1% | -46.8% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling