+2,236.9%
CMCSA vs UL
+2,661.1%
-424.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.1% | -1.3% | -0.8% | -1.6% |
| 30D | +7.0% | +0.5% | +6.5% | +6.8% |
| 3M | +15.1% | +17.6% | -2.5% | +7.7% |
| 6M | -15.4% | -5.4% | -10.0% | -13.6% |
| YTD | -1.9% | +0.7% | -2.6% | -2.6% |
| 1Y | -12.7% | -9.3% | -3.5% | -9.8% |
| 3Y | -31.0% | +24.5% | -55.5% | -38.3% |
| 5Y | -46.1% | +23.2% | -69.3% | -52.5% |
| 10Y | +10.8% | +64.5% | -53.6% | -16.6% |
| All | +2,236.9% | +2,661.1% | -424.2% | +329.5% |
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