+217.9%
CMCSA vs UPS
+243.4%
-25.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | -2.1% | -2.9% | +0.8% | -0.6% |
| 30D | +7.0% | -3.5% | +10.5% | +8.9% |
| 3M | +15.1% | -5.7% | +20.8% | +17.5% |
| 6M | -15.4% | -4.4% | -11.0% | -15.0% |
| YTD | -1.9% | +8.0% | -9.9% | -7.9% |
| 1Y | -12.7% | +29.0% | -41.7% | -25.8% |
| 3Y | -31.0% | -27.7% | -3.3% | -22.8% |
| 5Y | -46.1% | -34.3% | -11.8% | -38.7% |
| 10Y | +10.8% | +37.8% | -26.9% | -25.6% |
| All | +217.9% | +243.4% | -25.5% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling