-40.2%
CMCSA vs UL
+32.5%
-72.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +3.2% | +0.3% | +2.8% | +3.0% |
| 30D | +19.5% | +3.7% | +15.8% | +18.3% |
| 3M | -2.4% | +5.6% | -8.0% | -3.9% |
| 6M | +3.8% | +17.2% | -13.4% | -0.6% |
| YTD | -5.4% | +3.9% | -9.2% | -6.7% |
| 1Y | +1.1% | 0.0% | +1.1% | +0.6% |
| 3Y | -27.1% | +34.8% | -61.9% | -33.7% |
| All | -40.2% | +32.5% | -72.6% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling