-30.5%
CMCSA vs U
-43.3%
+12.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -6.6% |
| 7D | -8.3% | +4.4% | -12.6% | -8.6% |
| 30D | -2.4% | -1.3% | -1.1% | -2.3% |
| 3M | +4.5% | +49.6% | -45.1% | +0.9% |
| 6M | -18.8% | +100.2% | -119.0% | -23.7% |
| YTD | -8.9% | -3.7% | -5.2% | -9.9% |
| 1Y | -18.3% | -6.5% | -11.8% | -19.4% |
| 3Y | -35.0% | +12.9% | -47.9% | -39.3% |
| 5Y | -48.2% | -68.3% | +20.1% | -51.1% |
| All | -30.5% | -43.3% | +12.8% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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