-29.0%
CMCSA vs U
-32.9%
+3.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.1% |
| 7D | +4.6% | +24.4% | -19.8% | +2.6% |
| 30D | +19.8% | +7.4% | +12.4% | +18.8% |
| 3M | -0.3% | +16.8% | -17.1% | -1.8% |
| 6M | +0.3% | +78.8% | -78.5% | -4.9% |
| YTD | -6.9% | +14.0% | -20.9% | -9.4% |
| 1Y | +2.6% | +16.7% | -14.1% | -0.6% |
| 3Y | -29.0% | +86.4% | -115.4% | -36.8% |
| 5Y | -42.0% | -71.5% | +29.5% | -45.7% |
| All | -29.0% | -32.9% | +3.9% | -39.3% |
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