+1.8%
CMCSA vs SPOT
+0.4%
+1.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.6% | +0.4% | +4.3% |
| 7D | +15.2% | +16.6% | -1.4% | +12.8% |
| 30D | +17.0% | +29.9% | -12.9% | +13.1% |
| 3M | +1.2% | +31.3% | -30.0% | -1.9% |
| 6M | -5.5% | +43.2% | -48.7% | -8.8% |
| YTD | -6.5% | +8.1% | -14.6% | -10.0% |
| 1Y | +1.8% | -0.3% | +2.1% | -1.1% |
| All | +1.8% | +0.4% | +1.4% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 1y: compounded portfolio wealth divided by compounded SPOT 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…
1y analysis · Full analysis span regression · 6 months rolling