+10.5%
CMCSA vs USB
+107.5%
-97.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.1% | +1.4% | -3.5% | -2.7% |
| 30D | +7.0% | -1.3% | +8.3% | +7.6% |
| 3M | +15.1% | +15.2% | -0.1% | +8.6% |
| 6M | -15.4% | +18.8% | -34.2% | -21.2% |
| YTD | -1.9% | +21.0% | -22.9% | -9.7% |
| 1Y | -12.7% | +34.0% | -46.7% | -23.1% |
| 3Y | -31.0% | +95.3% | -126.3% | -49.0% |
| 5Y | -46.1% | +40.4% | -86.5% | -55.3% |
| All | +10.5% | +107.5% | -97.0% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling