+2,236.9%
CMCSA vs USB
+8,537.0%
-6,300.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.1% | +1.4% | -3.5% | -2.6% |
| 30D | +7.0% | -1.3% | +8.3% | +7.5% |
| 3M | +15.1% | +15.2% | -0.1% | +9.2% |
| 6M | -15.4% | +18.8% | -34.2% | -20.7% |
| YTD | -1.9% | +21.0% | -22.9% | -9.0% |
| 1Y | -12.7% | +34.0% | -46.7% | -22.1% |
| 3Y | -31.0% | +95.3% | -126.3% | -47.4% |
| 5Y | -46.1% | +40.4% | -86.5% | -54.8% |
| 10Y | +10.8% | +107.3% | -96.5% | -22.6% |
| All | +2,236.9% | +8,537.0% | -6,300.1% | +526.4% |
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