+2,126.3%
CMCSA vs USB
+8,296.0%
-6,169.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.9% | +3.1% | +4.3% |
| 7D | +15.2% | +2.4% | +12.8% | +14.2% |
| 30D | +17.0% | +6.6% | +10.4% | +14.3% |
| 3M | +1.2% | -4.1% | +5.3% | +2.8% |
| 6M | -5.5% | +12.5% | -18.0% | -9.6% |
| YTD | -6.5% | +17.6% | -24.2% | -12.4% |
| 1Y | +1.8% | +36.5% | -34.7% | -9.6% |
| 3Y | -30.8% | +95.4% | -126.2% | -46.9% |
| 5Y | -40.2% | +26.1% | -66.3% | -47.7% |
| 10Y | +14.7% | +101.3% | -86.6% | -19.0% |
| All | +2,126.3% | +8,296.0% | -6,169.7% | +503.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling