+78.5%
SPY vs CMCSA
-30.3%
+108.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -0.9% | +3.8% | -4.8% | -1.6% |
| 3M | +3.9% | +12.3% | -8.4% | +1.6% |
| 6M | +14.5% | -15.4% | +29.9% | +17.6% |
| YTD | +12.9% | -2.5% | +15.4% | +12.1% |
| 1Y | +19.4% | -13.4% | +32.7% | +22.2% |
| 3Y | +78.5% | -30.4% | +108.8% | +89.6% |
| All | +78.5% | -30.3% | +108.7% | +89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling