-18.3%
CMCSA vs USAR
+25.8%
-44.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.4% | -3.2% | -6.6% |
| 7D | -8.3% | -4.4% | -3.9% | -8.3% |
| 30D | -2.4% | -10.4% | +8.0% | -2.5% |
| 3M | +4.5% | -18.4% | +22.9% | +4.6% |
| 6M | -18.8% | -8.8% | -9.9% | -18.6% |
| YTD | -8.9% | +43.4% | -52.3% | -8.3% |
| 1Y | -18.3% | +21.0% | -39.3% | -17.8% |
| All | -18.3% | +25.8% | -44.1% | -17.8% |
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