+3,094.0%
SPY vs CMCSA
+1,748.2%
+1,345.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +0.1% | -2.1% | +2.2% | +0.7% |
| 30D | +0.1% | +7.0% | -7.0% | -2.0% |
| 3M | +2.0% | +15.1% | -13.1% | -2.6% |
| 6M | +13.0% | -15.4% | +28.4% | +17.3% |
| YTD | +13.5% | -1.9% | +15.4% | +12.6% |
| 1Y | +20.0% | -12.7% | +32.7% | +22.7% |
| 3Y | +77.2% | -31.0% | +108.2% | +91.4% |
| 5Y | +81.9% | -46.1% | +128.0% | +108.5% |
| 10Y | +314.1% | +10.8% | +303.2% | +279.7% |
| All | +3,094.0% | +1,748.2% | +1,345.8% | +1,431.8% |
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