+2,236.9%
CMCSA vs UNP
+9,690.0%
-7,453.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.1% | -5.3% | +3.2% | +0.2% |
| 30D | +7.0% | -1.5% | +8.6% | +7.7% |
| 3M | +15.1% | +10.3% | +4.8% | +10.1% |
| 6M | -15.4% | +9.7% | -25.0% | -18.9% |
| YTD | -1.9% | +27.1% | -29.0% | -11.8% |
| 1Y | -12.7% | +32.6% | -45.3% | -23.1% |
| 3Y | -31.0% | +40.0% | -71.0% | -41.1% |
| 5Y | -46.1% | +50.8% | -96.9% | -56.3% |
| 10Y | +10.8% | +278.6% | -267.8% | -41.1% |
| All | +2,236.9% | +9,690.0% | -7,453.1% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling