+227.8%
CMCSA vs UUUU
-91.9%
+319.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | +0.1% | +2.8% | -2.7% | 0.0% |
| 30D | +3.8% | +3.4% | +0.4% | +3.6% |
| 3M | +12.3% | -3.9% | +16.2% | +12.2% |
| 6M | -15.4% | -23.2% | +7.8% | -14.8% |
| YTD | -2.5% | +0.6% | -3.0% | -3.9% |
| 1Y | -13.4% | +22.9% | -36.2% | -16.3% |
| 3Y | -30.4% | +98.6% | -129.0% | -35.8% |
| 5Y | -45.0% | +130.2% | -175.3% | -50.9% |
| 10Y | +10.2% | +519.5% | -509.3% | -12.2% |
| All | +227.8% | -91.9% | +319.8% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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