-30.0%
CMCSA vs U
-31.3%
+1.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.8% | -2.7% |
| 7D | +5.0% | +36.6% | -31.5% | +2.3% |
| 30D | +16.5% | +13.3% | +3.2% | +15.0% |
| 3M | -1.6% | +26.2% | -27.8% | -3.7% |
| 6M | -5.0% | +88.7% | -93.8% | -10.3% |
| YTD | -8.3% | +16.6% | -24.8% | -10.9% |
| 1Y | +0.4% | +29.0% | -28.6% | -3.6% |
| 3Y | -31.0% | +99.5% | -130.5% | -38.9% |
| 5Y | -42.5% | -66.1% | +23.6% | -46.5% |
| All | -30.0% | -31.3% | +1.4% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling