-29.6%
CMCSA vs USAR
-13.4%
-16.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.5% | -6.0% | +0.6% |
| 7D | +2.7% | -1.1% | +3.8% | +2.7% |
| 30D | +18.6% | -30.3% | +48.9% | +18.3% |
| 3M | -1.8% | -54.7% | +52.8% | -2.5% |
| 6M | -0.7% | -67.5% | +66.8% | -1.4% |
| YTD | -7.8% | -26.4% | +18.6% | -7.6% |
| 1Y | +0.7% | -49.5% | +50.3% | +0.7% |
| 3Y | -28.0% | -14.5% | -13.5% | -30.0% |
| All | -29.6% | -13.4% | -16.1% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling