+8.2%
CMCSA vs USB
+94.3%
-86.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.5% |
| 7D | +2.7% | +0.8% | +1.9% | +2.4% |
| 30D | +18.6% | +6.8% | +11.9% | +15.5% |
| 3M | -1.8% | -3.8% | +1.9% | -0.4% |
| 6M | -0.7% | +11.7% | -12.4% | -5.2% |
| YTD | -7.8% | +17.5% | -25.3% | -14.2% |
| 1Y | +0.7% | +33.8% | -33.0% | -11.1% |
| 3Y | -28.0% | +104.2% | -132.2% | -47.5% |
| 5Y | -42.1% | +26.4% | -68.5% | -49.7% |
| 10Y | +8.2% | +89.2% | -81.0% | -24.8% |
| All | +8.2% | +94.3% | -86.1% | -24.8% |
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