+1.8%
CMCSA vs UAL
+22.8%
-21.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.0% | -3.0% | +4.3% |
| 7D | +15.2% | +11.9% | +3.3% | +14.2% |
| 30D | +17.0% | +5.2% | +11.8% | +16.4% |
| 3M | +1.2% | -12.7% | +13.9% | +1.9% |
| 6M | -5.5% | +28.5% | -34.0% | -7.1% |
| YTD | -6.5% | +3.5% | -10.1% | -6.6% |
| 1Y | +1.8% | +27.5% | -25.7% | -4.1% |
| All | +1.8% | +22.8% | -21.0% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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