-28.8%
CMCSA vs USAR
+58.5%
-87.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.0% | +8.3% | +2.3% |
| 7D | -5.6% | -9.3% | +3.8% | -5.6% |
| 30D | -1.9% | -15.2% | +13.3% | -2.0% |
| 3M | +6.4% | -21.1% | +27.5% | +6.3% |
| 6M | -16.9% | -21.6% | +4.6% | -16.9% |
| YTD | -6.8% | +34.8% | -41.6% | -6.0% |
| 1Y | -15.9% | +15.6% | -31.5% | -15.1% |
| 3Y | -33.4% | +57.7% | -91.1% | -35.0% |
| All | -28.8% | +58.5% | -87.3% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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