+2,117.3%
CMCSA vs SPGI
+15,046.0%
-12,928.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +4.6% | +1.6% | +3.0% | +3.9% |
| 30D | +19.8% | +16.1% | +3.7% | +12.0% |
| 3M | -0.3% | +15.5% | -15.7% | -6.6% |
| 6M | +0.3% | +19.6% | -19.3% | -8.3% |
| YTD | -6.9% | -3.6% | -3.3% | -7.5% |
| 1Y | +2.6% | +2.2% | +0.4% | -0.9% |
| 3Y | -29.0% | +30.1% | -59.1% | -39.6% |
| 5Y | -42.0% | +14.9% | -56.9% | -48.9% |
| 10Y | +6.4% | +334.0% | -327.5% | -52.5% |
| All | +2,117.3% | +15,046.0% | -12,928.7% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling