+8.2%
CMCSA vs UAL
+106.7%
-98.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | -0.7% |
| 7D | +2.7% | +10.2% | -7.5% | +0.9% |
| 30D | +18.6% | +12.0% | +6.6% | +16.1% |
| 3M | -1.8% | -7.1% | +5.2% | -1.0% |
| 6M | -0.7% | +20.9% | -21.6% | -4.7% |
| YTD | -7.8% | +7.7% | -15.5% | -10.6% |
| 1Y | +0.7% | +23.6% | -22.8% | -4.8% |
| 3Y | -28.0% | +222.6% | -250.5% | -45.1% |
| 5Y | -42.1% | +127.9% | -170.0% | -54.5% |
| 10Y | +8.2% | +100.2% | -92.0% | -14.1% |
| All | +8.2% | +106.7% | -98.5% | -14.1% |
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 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