-48.2%
CMCSA vs UNP
+48.4%
-96.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.3% | -6.1% |
| 7D | -8.3% | -1.7% | -6.6% | -7.6% |
| 30D | -2.4% | -2.1% | -0.3% | -1.6% |
| 3M | +4.5% | +5.4% | -0.9% | +1.9% |
| 6M | -18.8% | +13.4% | -32.1% | -23.2% |
| YTD | -8.9% | +25.0% | -33.9% | -17.3% |
| 1Y | -18.3% | +34.6% | -52.9% | -28.1% |
| 3Y | -35.0% | +43.6% | -78.6% | -44.4% |
| 5Y | -48.2% | +51.7% | -99.9% | -59.4% |
| All | -48.2% | +48.4% | -96.6% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling