+6.1%
CMCSA vs UPS
+37.9%
-31.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -4.9% | -2.0% | -2.9% | -4.1% |
| 30D | -1.1% | -2.0% | +0.9% | -0.3% |
| 3M | +6.6% | -6.2% | +12.8% | +8.6% |
| 6M | -15.5% | +2.8% | -18.2% | -17.4% |
| YTD | -6.7% | +5.9% | -12.6% | -10.1% |
| 1Y | -15.6% | +26.2% | -41.8% | -24.4% |
| 3Y | -33.7% | -26.0% | -7.7% | -28.3% |
| 5Y | -46.6% | -34.3% | -12.4% | -40.9% |
| All | +6.1% | +37.9% | -31.8% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 10y: compounded portfolio wealth divided by compounded UPS 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…
10y analysis · Full analysis span regression · 6 months rolling