-42.1%
CMCSA vs UAL
+109.3%
-151.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.3% | -2.6% |
| 7D | +5.0% | +8.2% | -3.1% | +3.7% |
| 30D | +16.5% | +2.3% | +14.1% | +15.9% |
| 3M | -1.6% | -12.7% | +11.1% | +0.3% |
| 6M | -5.0% | +12.7% | -17.7% | -7.6% |
| YTD | -8.3% | +0.8% | -9.1% | -9.9% |
| 1Y | +0.4% | +17.8% | -17.4% | -4.2% |
| 3Y | -31.0% | +206.7% | -237.7% | -47.5% |
| All | -42.1% | +109.3% | -151.4% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling