+6.0%
CMCSA vs SPXU
-99.5%
+105.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.5% | +2.9% |
| 7D | -5.6% | +6.4% | -11.9% | -3.9% |
| 30D | -1.9% | +5.9% | -7.8% | -0.3% |
| 3M | +6.4% | -11.7% | +18.1% | +3.4% |
| 6M | -16.9% | -28.7% | +11.8% | -23.5% |
| YTD | -6.8% | -26.4% | +19.6% | -13.2% |
| 1Y | -15.9% | -35.2% | +19.3% | -24.1% |
| 3Y | -33.4% | -79.8% | +46.4% | -53.6% |
| 5Y | -46.7% | -86.1% | +39.4% | -62.3% |
| All | +6.0% | -99.5% | +105.5% | -62.6% |
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