-13.4%
CMCSA vs CL
+6.7%
-20.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +0.1% | -1.4% | +1.5% | +0.7% |
| 30D | +3.8% | -5.2% | +9.0% | +6.3% |
| 3M | +12.3% | +3.3% | +9.0% | +11.2% |
| 6M | -15.4% | -4.4% | -11.0% | -14.0% |
| YTD | -2.5% | +13.9% | -16.4% | -6.7% |
| 1Y | -13.4% | +7.6% | -21.0% | -16.5% |
| All | -13.4% | +6.7% | -20.1% | -16.5% |
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