+3.2%
CMCSA vs UAL
+83.8%
-80.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.1% | +0.1% |
| 7D | -0.6% | +0.7% | -1.3% | -0.8% |
| 30D | +18.8% | +7.8% | +11.0% | +17.0% |
| 3M | -1.1% | -11.1% | +10.0% | +0.5% |
| 6M | +2.5% | +16.1% | -13.6% | -1.0% |
| YTD | -6.7% | -0.5% | -6.2% | -8.4% |
| 1Y | 0.0% | +11.3% | -11.3% | -3.9% |
| 3Y | -28.9% | +192.8% | -221.7% | -44.9% |
| 5Y | -41.1% | +123.3% | -164.4% | -53.6% |
| All | +3.2% | +83.8% | -80.5% | -17.0% |
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