-40.2%
CMCSA vs CCL
+32.6%
-72.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.5% |
| 7D | +3.2% | -1.2% | +4.3% | +3.3% |
| 30D | +19.5% | +13.1% | +6.4% | +17.2% |
| 3M | -2.4% | +3.4% | -5.8% | -3.2% |
| 6M | +3.8% | +18.7% | -14.9% | +0.5% |
| YTD | -5.4% | -2.3% | -3.1% | -6.5% |
| 1Y | +1.1% | +14.2% | -13.1% | -2.8% |
| 3Y | -27.1% | +133.6% | -160.7% | -39.3% |
| All | -40.2% | +32.6% | -72.8% | -47.6% |
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