-27.1%
CMCSA vs CL
+40.9%
-68.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.4% | +0.8% |
| 7D | +3.2% | +3.2% | -0.1% | +2.0% |
| 30D | +19.5% | +8.0% | +11.5% | +16.4% |
| 3M | -2.4% | +7.9% | -10.3% | -4.9% |
| 6M | +3.8% | +14.7% | -10.9% | -0.7% |
| YTD | -5.4% | +29.2% | -34.5% | -12.4% |
| 1Y | +1.1% | +29.5% | -28.4% | -6.5% |
| 3Y | -27.1% | +40.7% | -67.8% | -33.5% |
| All | -27.1% | +40.9% | -68.1% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling