+4.7%
CMCSA vs SPXU
-99.5%
+104.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.2% | +1.8% |
| 7D | +3.2% | -7.6% | +10.7% | +1.1% |
| 30D | +19.5% | +5.3% | +14.2% | +21.5% |
| 3M | -2.4% | +9.6% | -12.0% | +0.4% |
| 6M | +3.8% | -4.5% | +8.4% | +3.5% |
| YTD | -5.4% | -25.9% | +20.5% | -11.5% |
| 1Y | +1.1% | -28.9% | +30.0% | -6.3% |
| 3Y | -27.1% | -80.5% | +53.3% | -49.9% |
| 5Y | -40.3% | -83.4% | +43.1% | -55.6% |
| All | +4.7% | -99.5% | +104.2% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling