+8.2%
CMCSA vs URI
+1,313.6%
-1,305.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.9% | -6.4% | -1.1% |
| 7D | +2.7% | -4.0% | +6.7% | +3.4% |
| 30D | +18.6% | +6.8% | +11.8% | +16.5% |
| 3M | -1.8% | -2.8% | +1.0% | -1.8% |
| 6M | -0.7% | +20.9% | -21.5% | -6.5% |
| YTD | -7.8% | +40.2% | -48.1% | -17.4% |
| 1Y | +0.7% | +34.1% | -33.3% | -8.8% |
| 3Y | -28.0% | +164.1% | -192.1% | -46.8% |
| 5Y | -42.1% | +199.3% | -241.4% | -60.0% |
| 10Y | +8.2% | +1,218.8% | -1,210.7% | -49.6% |
| All | +8.2% | +1,313.6% | -1,305.5% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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