+1.4%
CMCSA vs USAR
-54.4%
+55.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.6% | +10.6% | +0.8% |
| 7D | +4.6% | -9.1% | +13.6% | +4.5% |
| 30D | +19.8% | -36.9% | +56.7% | +19.2% |
| 3M | -0.3% | -58.4% | +58.1% | -1.1% |
| 6M | +0.3% | -70.6% | +70.9% | -0.3% |
| YTD | -6.9% | -33.4% | +26.5% | -6.1% |
| All | +1.4% | -54.4% | +55.8% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling