+375.6%
CMCSA vs UAL
+242.1%
+133.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.0% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | +7.0% | -16.1% | +23.1% | +9.9% |
| 3M | +15.1% | +6.1% | +9.0% | +13.6% |
| 6M | -15.4% | +10.8% | -26.2% | -17.6% |
| YTD | -1.9% | -0.4% | -1.5% | -3.3% |
| 1Y | -12.7% | +5.0% | -17.7% | -14.9% |
| 3Y | -31.0% | +124.0% | -155.0% | -42.4% |
| 5Y | -46.1% | +141.0% | -187.1% | -56.7% |
| 10Y | +10.8% | +118.0% | -107.2% | -17.2% |
| All | +375.6% | +242.1% | +133.6% | +153.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling