-29.2%
CMCSA vs URI
+113.1%
-142.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | -2.1% | -2.0% | -0.1% | -1.8% |
| 30D | +7.0% | -12.9% | +20.0% | +9.4% |
| 3M | +15.1% | -6.7% | +21.8% | +15.8% |
| 6M | -15.4% | +19.0% | -34.3% | -19.5% |
| YTD | -1.9% | +25.5% | -27.4% | -8.3% |
| 1Y | -12.7% | +5.5% | -18.3% | -15.6% |
| All | -29.2% | +113.1% | -142.3% | -43.5% |
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