+2,236.9%
CMCSA vs CCL
+813.5%
+1,423.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.1% | -5.0% | +2.9% | -0.8% |
| 30D | +7.0% | -20.3% | +27.4% | +13.5% |
| 3M | +15.1% | -15.1% | +30.2% | +19.6% |
| 6M | -15.4% | -15.1% | -0.2% | -13.1% |
| YTD | -1.9% | -21.8% | +19.9% | +2.2% |
| 1Y | -12.7% | -24.8% | +12.1% | -8.8% |
| 3Y | -31.0% | +51.9% | -82.9% | -43.4% |
| 5Y | -46.1% | +4.0% | -50.1% | -55.9% |
| 10Y | +10.8% | -42.2% | +53.1% | -15.3% |
| All | +2,236.9% | +813.5% | +1,423.4% | +407.8% |
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