-31.0%
CMCSA vs CL
+38.3%
-69.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -1.5% |
| 7D | +5.0% | +1.3% | +3.7% | +4.6% |
| 30D | +16.5% | +11.4% | +5.1% | +12.4% |
| 3M | -1.6% | +4.4% | -6.0% | -3.0% |
| 6M | -5.0% | +10.8% | -15.8% | -8.1% |
| YTD | -8.3% | +25.1% | -33.4% | -14.1% |
| 1Y | +0.4% | +28.0% | -27.6% | -6.5% |
| 3Y | -31.0% | +37.6% | -68.6% | -36.9% |
| All | -31.0% | +38.3% | -69.2% | -36.9% |
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