-31.0%
CMCSA vs URI
+138.8%
-169.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.4% | -2.4% |
| 7D | +5.0% | -9.8% | +14.8% | +6.5% |
| 30D | +16.5% | +1.7% | +14.7% | +15.9% |
| 3M | -1.6% | -9.1% | +7.5% | -0.5% |
| 6M | -5.0% | +9.9% | -14.9% | -7.9% |
| YTD | -8.3% | +31.2% | -39.5% | -15.1% |
| 1Y | +0.4% | +25.9% | -25.5% | -6.4% |
| 3Y | -31.0% | +147.4% | -178.4% | -45.9% |
| All | -31.0% | +138.8% | -169.7% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling