-28.9%
CMCSA vs USAR
-21.7%
-7.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.6% | +10.6% | +0.9% |
| 7D | +4.6% | -9.1% | +13.6% | +4.5% |
| 30D | +19.8% | -36.9% | +56.7% | +19.3% |
| 3M | -0.3% | -58.4% | +58.1% | -1.1% |
| 6M | +0.3% | -70.6% | +70.9% | -0.6% |
| YTD | -6.9% | -33.4% | +26.5% | -6.8% |
| 1Y | +2.6% | -54.0% | +56.6% | +2.4% |
| 3Y | -29.0% | -22.7% | -6.4% | -31.1% |
| All | -28.9% | -21.7% | -7.1% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling