-47.9%
CMCSA vs SPXU
-85.8%
+37.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.4% | -8.0% | -6.3% |
| 7D | -8.3% | +1.3% | -9.5% | -8.0% |
| 30D | -2.4% | +5.1% | -7.5% | -1.3% |
| 3M | +4.5% | -9.1% | +13.6% | +2.7% |
| 6M | -18.8% | -29.6% | +10.8% | -24.3% |
| YTD | -8.9% | -27.7% | +18.7% | -14.5% |
| 1Y | -18.3% | -37.0% | +18.7% | -25.5% |
| 3Y | -35.0% | -80.2% | +45.2% | -52.9% |
| All | -47.9% | -85.8% | +37.9% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling