+75.9%
UBER vs CMCSA
-19.0%
+94.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.2% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -2.5% | +3.8% | -6.3% | -4.2% |
| 3M | +4.4% | +12.3% | -7.9% | -1.6% |
| 6M | -2.7% | -15.4% | +12.7% | +3.8% |
| YTD | -10.5% | -2.5% | -8.0% | -11.9% |
| 1Y | -22.5% | -13.4% | -9.1% | -19.2% |
| 3Y | +54.8% | -30.4% | +85.2% | +76.3% |
| 5Y | +82.5% | -45.0% | +127.5% | +139.0% |
| All | +75.9% | -19.0% | +94.9% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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