-45.0%
CMCSA vs U
-68.4%
+23.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.8% |
| 7D | +0.1% | +4.5% | -4.4% | -0.3% |
| 30D | +3.8% | -0.6% | +4.4% | +3.9% |
| 3M | +12.3% | +48.4% | -36.1% | +8.2% |
| 6M | -15.4% | +115.4% | -130.8% | -21.6% |
| YTD | -2.5% | -3.2% | +0.7% | -3.6% |
| 1Y | -13.4% | -6.0% | -7.3% | -14.6% |
| 3Y | -30.4% | +13.5% | -43.8% | -35.5% |
| 5Y | -45.0% | -68.0% | +23.0% | -48.5% |
| All | -45.0% | -68.4% | +23.4% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling