+311.2%
SPY vs CMCSA
+7.3%
+304.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.4% |
| 7D | -2.0% | -5.6% | +3.6% | -0.1% |
| 30D | -1.7% | -1.9% | +0.2% | -1.2% |
| 3M | +4.7% | +6.4% | -1.7% | +1.6% |
| 6M | +12.5% | -16.9% | +29.4% | +18.6% |
| YTD | +11.7% | -6.8% | +18.5% | +12.2% |
| 1Y | +17.5% | -15.9% | +33.4% | +22.4% |
| 3Y | +76.6% | -33.4% | +110.0% | +97.9% |
| 5Y | +82.0% | -46.7% | +128.7% | +120.1% |
| All | +311.2% | +7.3% | +304.0% | +265.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling