-47.2%
CMCSA vs CL
+26.4%
-73.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | -4.9% | -2.2% | -2.7% | -4.0% |
| 30D | -1.1% | -6.0% | +4.9% | +1.4% |
| 3M | +6.6% | -2.3% | +8.9% | +7.6% |
| 6M | -15.5% | -2.0% | -13.5% | -14.8% |
| YTD | -6.7% | +11.8% | -18.5% | -10.6% |
| 1Y | -15.6% | +5.8% | -21.4% | -17.6% |
| 3Y | -33.7% | +25.9% | -59.6% | -41.4% |
| All | -47.2% | +26.4% | -73.7% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling