+3,058.8%
SPY vs CMCSA
+1,672.8%
+1,386.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | -0.9% | +0.7% | -1.6% | -1.1% |
| 30D | -2.4% | +21.0% | -23.3% | -7.8% |
| 3M | -1.2% | -0.9% | -0.2% | -1.4% |
| 6M | +3.3% | +2.9% | +0.4% | +1.5% |
| YTD | +12.3% | -5.9% | +18.2% | +12.2% |
| 1Y | +12.4% | +2.5% | +10.0% | +9.3% |
| 3Y | +78.8% | -28.3% | +107.1% | +90.4% |
| 5Y | +75.2% | -40.8% | +116.0% | +95.0% |
| 10Y | +311.1% | +5.4% | +305.7% | +281.1% |
| All | +3,058.8% | +1,672.8% | +1,386.0% | +1,427.2% |
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