-41.2%
CMCSA vs USB
+22.2%
-63.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.1% |
| 7D | +12.0% | -1.5% | +13.5% | +12.6% |
| 30D | +17.5% | +4.3% | +13.2% | +15.8% |
| 3M | +2.4% | -6.1% | +8.4% | +4.6% |
| 6M | -2.9% | +9.4% | -12.3% | -6.0% |
| YTD | -6.2% | +15.2% | -21.3% | -11.1% |
| 1Y | +0.4% | +32.8% | -32.4% | -9.5% |
| 3Y | -30.6% | +91.3% | -121.9% | -45.3% |
| 5Y | -41.2% | +22.7% | -63.9% | -45.8% |
| All | -41.2% | +22.2% | -63.4% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling