+6.3%
CMCSA vs SPOT
+227.0%
-220.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.2% |
| 7D | -2.1% | -0.9% | -1.2% | -2.0% |
| 30D | +7.0% | +12.5% | -5.5% | +5.3% |
| 3M | +15.1% | +9.9% | +5.2% | +13.5% |
| 6M | -15.4% | +1.6% | -16.9% | -16.0% |
| YTD | -1.9% | -6.6% | +4.7% | -1.9% |
| 1Y | -12.7% | -22.9% | +10.2% | -10.6% |
| 3Y | -31.0% | +244.3% | -275.3% | -44.7% |
| 5Y | -46.1% | +117.8% | -163.9% | -56.3% |
| All | +6.3% | +227.0% | -220.7% | -23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling