-35.3%
CMCSA vs UPS
-27.1%
-8.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.4% | -6.2% |
| 7D | -8.3% | -3.7% | -4.6% | -7.2% |
| 30D | -2.4% | -3.7% | +1.3% | -1.3% |
| 3M | +4.5% | -6.6% | +11.1% | +6.1% |
| 6M | -18.8% | +2.6% | -21.3% | -20.5% |
| YTD | -8.9% | +4.8% | -13.7% | -11.9% |
| 1Y | -18.3% | +25.3% | -43.6% | -26.1% |
| All | -35.3% | -27.1% | -8.2% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling