+5.4%
CMCSA vs CCL
-29.3%
+34.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +0.7% | -1.5% | +2.2% | +0.9% |
| 30D | +21.0% | +16.5% | +4.5% | +17.9% |
| 3M | -0.9% | +11.2% | -12.1% | -3.0% |
| 6M | +2.9% | +22.6% | -19.7% | -1.2% |
| YTD | -5.9% | +2.6% | -8.5% | -7.8% |
| 1Y | +2.5% | +17.0% | -14.5% | -2.1% |
| 3Y | -28.3% | +145.5% | -173.8% | -41.3% |
| 5Y | -40.8% | +36.1% | -76.9% | -49.6% |
| 10Y | +5.4% | -29.4% | +34.8% | +0.2% |
| All | +5.4% | -29.3% | +34.7% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 10y: compounded portfolio wealth divided by compounded CCL 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…
10y analysis · Full analysis span regression · 6 months rolling