-15.6%
CMCSA vs UPS
+29.6%
-45.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -4.9% | -2.0% | -2.9% | -4.6% |
| 30D | -1.1% | -2.0% | +0.9% | -0.7% |
| 3M | +6.6% | -6.2% | +12.8% | +7.2% |
| 6M | -15.5% | +2.8% | -18.2% | -17.1% |
| YTD | -6.7% | +5.9% | -12.6% | -9.6% |
| 1Y | -15.6% | +26.2% | -41.8% | -21.3% |
| All | -15.6% | +29.6% | -45.2% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling