-47.2%
CMCSA vs SPYG
+85.2%
-132.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -4.9% | -0.9% | -4.0% | -4.5% |
| 30D | -1.1% | -1.5% | +0.5% | -0.5% |
| 3M | +6.6% | +3.7% | +2.8% | +4.7% |
| 6M | -15.5% | +16.4% | -31.9% | -21.3% |
| YTD | -6.7% | +13.3% | -20.0% | -12.2% |
| 1Y | -15.6% | +17.9% | -33.5% | -22.3% |
| 3Y | -33.7% | +98.3% | -132.0% | -54.8% |
| All | -47.2% | +85.2% | -132.4% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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