+7.6%
CMCSA vs URA
+283.4%
-275.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -2.9% |
| 7D | +5.0% | -4.1% | +9.2% | +5.6% |
| 30D | +16.5% | -19.0% | +35.5% | +19.7% |
| 3M | -1.6% | -25.1% | +23.5% | +2.1% |
| 6M | -5.0% | -44.5% | +39.4% | +2.7% |
| YTD | -8.3% | -24.3% | +16.0% | -6.9% |
| 1Y | +0.4% | -28.1% | +28.5% | +2.5% |
| 3Y | -31.0% | +40.7% | -71.6% | -40.7% |
| 5Y | -42.5% | +35.5% | -78.0% | -51.8% |
| All | +7.6% | +283.4% | -275.8% | -35.6% |
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