+2,141.5%
CMCSA vs CCL
+1,098.1%
+1,043.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +0.7% | -1.5% | +2.2% | +1.0% |
| 30D | +21.0% | +16.5% | +4.5% | +16.0% |
| 3M | -0.9% | +11.2% | -12.1% | -4.3% |
| 6M | +2.9% | +22.6% | -19.7% | -3.7% |
| YTD | -5.9% | +2.6% | -8.5% | -9.2% |
| 1Y | +2.5% | +17.0% | -14.5% | -5.0% |
| 3Y | -28.3% | +145.5% | -173.8% | -48.3% |
| 5Y | -40.8% | +36.1% | -76.9% | -54.9% |
| 10Y | +5.4% | -29.4% | +34.8% | -23.4% |
| All | +2,141.5% | +1,098.1% | +1,043.4% | +351.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling