+17.5%
SPY vs CMCSA
-16.0%
+33.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.7% |
| 7D | -2.0% | -5.6% | +3.6% | -1.9% |
| 30D | -1.7% | -1.9% | +0.2% | -1.6% |
| 3M | +4.7% | +6.4% | -1.7% | +4.6% |
| 6M | +12.5% | -16.9% | +29.4% | +12.5% |
| YTD | +11.7% | -6.8% | +18.5% | +11.4% |
| 1Y | +17.5% | -15.9% | +33.4% | +18.3% |
| All | +17.5% | -16.0% | +33.5% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling