-12.7%
CMCSA vs SPY
+20.8%
-33.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +7.0% | +0.1% | +7.0% | +7.0% |
| 3M | +15.1% | +2.0% | +13.1% | +14.8% |
| 6M | -15.4% | +13.0% | -28.4% | -16.3% |
| YTD | -1.9% | +13.5% | -15.4% | -3.4% |
| 1Y | -12.7% | +20.0% | -32.7% | -12.5% |
| All | -12.7% | +20.8% | -33.6% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling