+484.0%
CMCSA vs SPXU
-100.0%
+584.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.2% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | +7.0% | +0.8% | +6.2% | +7.4% |
| 3M | +15.1% | -4.7% | +19.8% | +14.1% |
| 6M | -15.4% | -29.6% | +14.3% | -22.8% |
| YTD | -1.9% | -29.9% | +28.0% | -10.5% |
| 1Y | -12.7% | -39.1% | +26.4% | -23.3% |
| 3Y | -31.0% | -80.0% | +49.0% | -53.2% |
| 5Y | -46.1% | -86.0% | +39.9% | -62.8% |
| 10Y | +10.8% | -99.5% | +110.4% | -64.1% |
| All | +484.0% | -100.0% | +584.0% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling