-18.3%
CMCSA vs CCL
-26.7%
+8.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.2% | -4.5% | -6.4% |
| 7D | -8.3% | -4.4% | -3.9% | -7.9% |
| 30D | -2.4% | -18.2% | +15.8% | -0.6% |
| 3M | +4.5% | -17.7% | +22.2% | +6.1% |
| 6M | -18.8% | -13.0% | -5.8% | -18.0% |
| YTD | -8.9% | -24.5% | +15.5% | -7.6% |
| 1Y | -18.3% | -26.9% | +8.6% | -19.2% |
| All | -18.3% | -26.7% | +8.4% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling