+176.6%
CMCSA vs SPYG
+559.2%
-382.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.4% | -6.2% | -6.3% |
| 7D | -8.3% | +0.3% | -8.6% | -8.5% |
| 30D | -2.4% | -1.7% | -0.7% | -1.2% |
| 3M | +4.5% | +3.6% | +0.9% | +1.1% |
| 6M | -18.8% | +16.6% | -35.4% | -28.8% |
| YTD | -8.9% | +13.4% | -22.3% | -18.8% |
| 1Y | -18.3% | +19.6% | -37.9% | -30.5% |
| 3Y | -35.0% | +99.8% | -134.7% | -64.4% |
| 5Y | -48.2% | +85.0% | -133.1% | -70.7% |
| 10Y | +4.6% | +422.1% | -417.5% | -75.8% |
| All | +176.6% | +559.2% | -382.6% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling