+346.9%
CMCSA vs UAL
+269.7%
+77.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | -0.6% |
| 7D | +2.7% | +10.2% | -7.5% | +1.1% |
| 30D | +18.6% | +12.0% | +6.6% | +16.3% |
| 3M | -1.8% | -7.1% | +5.2% | -1.0% |
| 6M | -0.7% | +20.9% | -21.6% | -4.4% |
| YTD | -7.8% | +7.7% | -15.5% | -10.4% |
| 1Y | +0.7% | +23.6% | -22.8% | -4.4% |
| 3Y | -28.0% | +222.6% | -250.5% | -43.3% |
| 5Y | -42.1% | +127.9% | -170.0% | -53.1% |
| 10Y | +8.2% | +100.2% | -92.0% | -18.4% |
| All | +346.9% | +269.7% | +77.2% | +134.7% |
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