-48.2%
CMCSA vs SPY
+81.0%
-129.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -6.3% |
| 7D | -8.3% | -0.4% | -7.9% | -8.0% |
| 30D | -2.4% | -1.4% | -1.0% | -1.5% |
| 3M | +4.5% | +3.7% | +0.8% | +1.9% |
| 6M | -18.8% | +13.0% | -31.8% | -25.5% |
| YTD | -8.9% | +12.4% | -21.3% | -16.3% |
| 1Y | -18.3% | +18.5% | -36.8% | -27.9% |
| 3Y | -35.0% | +77.6% | -112.6% | -58.4% |
| 5Y | -48.2% | +81.7% | -129.8% | -69.0% |
| All | -48.2% | +81.0% | -129.1% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling