-45.0%
CMCSA vs SPOT
+108.1%
-153.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.3% |
| 7D | +0.1% | -2.9% | +3.0% | +0.5% |
| 30D | +3.8% | +8.3% | -4.5% | +2.7% |
| 3M | +12.3% | +5.1% | +7.3% | +11.5% |
| 6M | -15.4% | -6.5% | -8.9% | -15.1% |
| YTD | -2.5% | -9.0% | +6.5% | -2.1% |
| 1Y | -13.4% | -26.4% | +13.0% | -10.7% |
| 3Y | -30.4% | +240.0% | -270.4% | -44.8% |
| 5Y | -45.0% | +111.7% | -156.7% | -58.7% |
| All | -45.0% | +108.1% | -153.2% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling