-28.2%
CMCSA vs UL
+34.6%
-62.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -0.6% | -2.5% | +1.9% | +0.2% |
| 30D | +18.8% | +5.7% | +13.1% | +17.1% |
| 3M | -1.1% | +7.0% | -8.1% | -2.8% |
| 6M | +2.5% | +16.1% | -13.5% | -0.9% |
| YTD | -6.7% | +3.6% | -10.3% | -8.0% |
| 1Y | 0.0% | -1.4% | +1.3% | -0.8% |
| All | -28.2% | +34.6% | -62.8% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 3y: compounded portfolio wealth divided by compounded UL 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…
3y analysis · Full analysis span regression · 6 months rolling