+2,154.1%
CMCSA vs UL
+2,770.2%
-616.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.0% |
| 7D | +3.2% | +1.1% | +2.0% | +2.7% |
| 30D | +19.5% | +4.5% | +15.0% | +17.5% |
| 3M | -2.4% | +6.5% | -8.9% | -4.9% |
| 6M | +3.8% | +18.2% | -14.3% | -3.1% |
| YTD | -5.4% | +4.7% | -10.1% | -7.6% |
| 1Y | +1.1% | +0.8% | +0.3% | +0.2% |
| 3Y | -27.1% | +35.9% | -63.0% | -37.2% |
| 5Y | -40.3% | +33.4% | -73.7% | -49.1% |
| 10Y | +6.0% | +106.9% | -100.9% | -27.7% |
| All | +2,154.1% | +2,770.2% | -616.2% | +307.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling