-45.0%
CMCSA vs CCL
0.0%
-45.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +3.8% | -20.0% | +23.8% | +7.4% |
| 3M | +12.3% | -13.7% | +26.0% | +14.6% |
| 6M | -15.4% | -9.0% | -6.4% | -14.9% |
| YTD | -2.5% | -22.8% | +20.3% | +0.3% |
| 1Y | -13.4% | -25.3% | +11.9% | -10.8% |
| 3Y | -30.4% | +54.1% | -84.4% | -38.1% |
| 5Y | -45.0% | +3.5% | -48.5% | -50.5% |
| All | -45.0% | 0.0% | -45.0% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling