-27.5%
CMCSA vs UNP
+52.9%
-80.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +0.7% | -2.1% | +2.8% | +1.6% |
| 30D | +21.0% | +7.3% | +13.7% | +17.3% |
| 3M | -0.9% | +3.6% | -4.6% | -2.5% |
| 6M | +2.9% | +15.8% | -13.0% | -4.6% |
| YTD | -5.9% | +32.6% | -38.5% | -18.1% |
| 1Y | +2.5% | +37.2% | -34.8% | -12.4% |
| All | -27.5% | +52.9% | -80.4% | -43.7% |
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