+10.2%
CMCSA vs UAL
+103.3%
-93.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.1% |
| 7D | +0.1% | +3.5% | -3.3% | -0.5% |
| 30D | +3.8% | -16.5% | +20.3% | +7.0% |
| 3M | +12.3% | +2.8% | +9.6% | +11.3% |
| 6M | -15.4% | +17.6% | -33.0% | -18.6% |
| YTD | -2.5% | -3.2% | +0.7% | -3.5% |
| 1Y | -13.4% | +0.4% | -13.8% | -15.1% |
| 3Y | -30.4% | +128.2% | -158.5% | -43.5% |
| 5Y | -45.0% | +137.7% | -182.8% | -57.1% |
| 10Y | +10.2% | +99.1% | -88.9% | -16.0% |
| All | +10.2% | +103.3% | -93.2% | -16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling