-25.5%
CMCSA vs USAR
+74.5%
-100.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +0.1% | +2.3% | -2.2% | +0.1% |
| 30D | +3.8% | -8.6% | +12.5% | +3.7% |
| 3M | +12.3% | -20.5% | +32.8% | +12.2% |
| 6M | -15.4% | +1.2% | -16.6% | -15.1% |
| YTD | -2.5% | +48.4% | -50.9% | -1.6% |
| 1Y | -13.4% | +30.6% | -44.0% | -12.4% |
| 3Y | -30.4% | +73.6% | -104.0% | -32.0% |
| All | -25.5% | +74.5% | -100.0% | -28.6% |
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