-30.4%
CMCSA vs UNP
+46.5%
-76.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +0.1% | -0.7% | +0.9% | +0.4% |
| 30D | +3.8% | -1.1% | +5.0% | +4.3% |
| 3M | +12.3% | +7.9% | +4.5% | +7.7% |
| 6M | -15.4% | +14.6% | -30.0% | -21.3% |
| YTD | -2.5% | +26.6% | -29.1% | -13.5% |
| 1Y | -13.4% | +35.6% | -48.9% | -25.8% |
| 3Y | -30.4% | +45.5% | -75.9% | -44.6% |
| All | -30.4% | +46.5% | -76.9% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling