-13.4%
CMCSA vs U
-3.2%
-10.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.6% |
| 7D | +0.1% | +4.5% | -4.4% | +0.1% |
| 30D | +3.8% | -0.6% | +4.4% | +3.9% |
| 3M | +12.3% | +48.4% | -36.1% | +12.6% |
| 6M | -15.4% | +115.4% | -130.8% | -14.6% |
| YTD | -2.5% | -3.2% | +0.7% | -1.3% |
| 1Y | -13.4% | -6.0% | -7.3% | -15.0% |
| All | -13.4% | -3.2% | -10.2% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling