+11.0%
CMCSA vs USB
+92.8%
-81.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | +5.0% | 0.0% | +5.0% | +5.1% |
| 30D | +16.5% | +5.8% | +10.6% | +13.8% |
| 3M | -1.6% | -6.0% | +4.4% | +0.8% |
| 6M | -5.0% | +7.8% | -12.8% | -8.0% |
| YTD | -8.3% | +14.6% | -22.9% | -13.7% |
| 1Y | +0.4% | +31.8% | -31.4% | -10.9% |
| 3Y | -31.0% | +91.5% | -122.5% | -48.3% |
| 5Y | -42.5% | +22.0% | -64.6% | -49.3% |
| All | +11.0% | +92.8% | -81.8% | -22.6% |
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