+6.0%
CMCSA vs UNP
+287.3%
-281.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | -5.6% | -1.2% | -4.4% | -5.0% |
| 30D | -1.9% | -2.0% | +0.1% | -1.0% |
| 3M | +6.4% | +7.5% | -1.1% | +2.7% |
| 6M | -16.9% | +15.3% | -32.3% | -22.4% |
| YTD | -6.8% | +25.4% | -32.2% | -16.2% |
| 1Y | -15.9% | +35.6% | -51.5% | -27.1% |
| 3Y | -33.4% | +44.1% | -77.6% | -44.4% |
| 5Y | -46.7% | +54.0% | -100.7% | -57.9% |
| All | +6.0% | +287.3% | -281.3% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 10y: compounded portfolio wealth divided by compounded UNP 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…
10y analysis · Full analysis span regression · 6 months rolling