+8.2%
CMCSA vs CL
+76.2%
-68.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.2% |
| 7D | +2.7% | +0.5% | +2.2% | +2.5% |
| 30D | +18.6% | +11.6% | +7.0% | +12.9% |
| 3M | -1.8% | +5.6% | -7.5% | -4.3% |
| 6M | -0.7% | +13.2% | -13.8% | -6.2% |
| YTD | -7.8% | +26.9% | -34.7% | -17.7% |
| 1Y | +0.7% | +27.3% | -26.6% | -10.2% |
| 3Y | -28.0% | +39.7% | -67.7% | -40.0% |
| 5Y | -42.1% | +41.3% | -83.4% | -52.5% |
| 10Y | +8.2% | +76.3% | -68.1% | -20.7% |
| All | +8.2% | +76.2% | -68.0% | -20.7% |
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