+489.2%
SPCX vs CMCSA
-23.1%
+512.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | +5.5% |
| 7D | +3.6% | +3.2% | +0.4% | +17.5% |
| 30D | -8.6% | +19.5% | -28.1% | +90.3% |
| 3M | -1.5% | -2.4% | +0.9% | -25.6% |
| 6M | +532.9% | -6.4% | +539.3% | +361.4% |
| YTD | +538.6% | -5.4% | +543.9% | +366.6% |
| 1Y | +442.9% | +1.1% | +441.7% | +299.3% |
| All | +489.2% | -23.1% | +512.3% | +335.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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