+5.4%
CMCSA vs CL
+84.6%
-79.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +0.7% | -0.8% | +1.5% | +1.1% |
| 30D | +21.0% | +9.5% | +11.5% | +16.1% |
| 3M | -0.9% | +6.8% | -7.7% | -3.9% |
| 6M | +2.9% | +14.3% | -11.4% | -3.3% |
| YTD | -5.9% | +27.0% | -32.9% | -16.1% |
| 1Y | +2.5% | +26.3% | -23.8% | -8.4% |
| 3Y | -28.3% | +39.3% | -67.5% | -40.3% |
| 5Y | -40.8% | +41.5% | -82.3% | -51.6% |
| 10Y | +5.4% | +84.1% | -78.7% | -23.2% |
| All | +5.4% | +84.6% | -79.2% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling