+209.6%
CMCSA vs UEC
+0.2%
+209.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.5% | +1.6% |
| 7D | +3.2% | -3.8% | +6.9% | +3.3% |
| 30D | +19.5% | -13.5% | +33.0% | +20.3% |
| 3M | -2.4% | -40.5% | +38.1% | +0.3% |
| 6M | +3.8% | -56.7% | +60.5% | +8.3% |
| YTD | -5.4% | -43.0% | +37.6% | -3.8% |
| 1Y | +1.1% | -42.5% | +43.7% | +2.5% |
| 3Y | -27.1% | +11.6% | -38.7% | -31.4% |
| 5Y | -40.3% | +21.8% | -62.0% | -46.2% |
| 10Y | +6.0% | +623.9% | -617.9% | -22.1% |
| All | +209.6% | +0.2% | +209.5% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling