+714.1%
CMCSA vs URI
+7,134.6%
-6,420.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | -2.1% | -2.0% | -0.1% | -1.7% |
| 30D | +7.0% | -12.9% | +20.0% | +10.2% |
| 3M | +15.1% | -6.7% | +21.8% | +16.1% |
| 6M | -15.4% | +19.0% | -34.3% | -19.6% |
| YTD | -1.9% | +25.5% | -27.4% | -8.5% |
| 1Y | -12.7% | +5.5% | -18.3% | -15.5% |
| 3Y | -31.0% | +111.3% | -142.3% | -44.2% |
| 5Y | -46.1% | +198.6% | -244.6% | -60.6% |
| 10Y | +10.8% | +1,179.9% | -1,169.1% | -45.7% |
| All | +714.1% | +7,134.6% | -6,420.5% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling