-25.0%
CMCSA vs USAR
+74.0%
-99.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -2.1% | -2.1% | 0.0% | -2.1% |
| 30D | +7.0% | +2.6% | +4.4% | +7.1% |
| 3M | +15.1% | -35.0% | +50.1% | +14.8% |
| 6M | -15.4% | -6.9% | -8.5% | -15.2% |
| YTD | -1.9% | +48.0% | -49.9% | -1.0% |
| 1Y | -12.7% | +24.8% | -37.5% | -11.8% |
| 3Y | -31.0% | +73.2% | -104.2% | -32.7% |
| All | -25.0% | +74.0% | -99.1% | -28.2% |
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