+6.0%
CMCSA vs UEC
+939.6%
-933.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.0% | +7.4% | +2.7% |
| 7D | -5.6% | -4.3% | -1.3% | -5.3% |
| 30D | -1.9% | -3.8% | +2.0% | -1.8% |
| 3M | +6.4% | +17.0% | -10.5% | +4.7% |
| 6M | -16.9% | -23.9% | +7.0% | -16.2% |
| YTD | -6.8% | -5.7% | -1.1% | -8.0% |
| 1Y | -15.9% | -12.5% | -3.4% | -17.3% |
| 3Y | -33.4% | +136.5% | -169.9% | -41.9% |
| 5Y | -46.7% | +243.3% | -290.0% | -57.5% |
| All | +6.0% | +939.6% | -933.7% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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