+10.2%
CMCSA vs URA
+371.9%
-361.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.1% |
| 7D | +0.1% | +8.1% | -8.0% | -1.1% |
| 30D | +3.8% | +5.8% | -1.9% | +2.8% |
| 3M | +12.3% | +3.4% | +8.9% | +11.2% |
| 6M | -15.4% | -2.6% | -12.8% | -15.9% |
| YTD | -2.5% | +11.2% | -13.7% | -6.1% |
| 1Y | -13.4% | +19.8% | -33.2% | -18.7% |
| 3Y | -30.4% | +121.5% | -151.8% | -44.2% |
| 5Y | -45.0% | +134.5% | -179.5% | -58.4% |
| 10Y | +10.2% | +376.7% | -366.5% | -36.2% |
| All | +10.2% | +371.9% | -361.7% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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