-44.8%
CMCSA vs URA
+128.0%
-172.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -2.1% | +1.1% | -3.2% | -2.2% |
| 30D | +7.0% | +7.4% | -0.4% | +6.3% |
| 3M | +15.1% | -8.4% | +23.5% | +15.8% |
| 6M | -15.4% | -12.7% | -2.6% | -14.6% |
| YTD | -1.9% | +7.8% | -9.7% | -3.9% |
| 1Y | -12.7% | +19.5% | -32.2% | -16.3% |
| 3Y | -31.0% | +116.4% | -147.4% | -41.0% |
| All | -44.8% | +128.0% | -172.8% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling