+1.8%
CMCSA vs CL
+33.4%
-31.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.3% | +1.7% | +3.3% |
| 7D | +15.2% | +7.7% | +7.5% | +11.2% |
| 30D | +17.0% | +15.2% | +1.8% | +9.6% |
| 3M | +1.2% | +7.3% | -6.1% | -2.1% |
| 6M | -5.5% | +17.0% | -22.5% | -11.6% |
| YTD | -6.5% | +28.0% | -34.5% | -14.9% |
| 1Y | +1.8% | +32.1% | -30.3% | -9.0% |
| All | +1.8% | +33.4% | -31.6% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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