+2,141.5%
CMCSA vs UNP
+10,112.2%
-7,970.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +0.7% | -2.1% | +2.8% | +1.5% |
| 30D | +21.0% | +7.3% | +13.7% | +17.5% |
| 3M | -0.9% | +3.6% | -4.6% | -2.5% |
| 6M | +2.9% | +15.8% | -13.0% | -3.8% |
| YTD | -5.9% | +32.6% | -38.5% | -17.0% |
| 1Y | +2.5% | +37.2% | -34.8% | -11.0% |
| 3Y | -28.3% | +52.6% | -80.9% | -40.9% |
| 5Y | -40.8% | +40.6% | -81.4% | -50.5% |
| 10Y | +5.4% | +288.4% | -283.0% | -44.5% |
| All | +2,141.5% | +10,112.2% | -7,970.7% | +121.1% |
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