+2,085.1%
CMCSA vs CL
+5,337.0%
-3,251.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -1.3% |
| 7D | +5.0% | +1.3% | +3.7% | +4.5% |
| 30D | +16.5% | +11.4% | +5.1% | +11.3% |
| 3M | -1.6% | +4.4% | -6.0% | -3.4% |
| 6M | -5.0% | +10.8% | -15.8% | -9.2% |
| YTD | -8.3% | +25.1% | -33.4% | -17.1% |
| 1Y | +0.4% | +28.0% | -27.6% | -10.2% |
| 3Y | -31.0% | +37.6% | -68.6% | -41.0% |
| 5Y | -42.5% | +39.7% | -82.2% | -51.6% |
| 10Y | +12.6% | +75.8% | -63.2% | -15.7% |
| All | +2,085.1% | +5,337.0% | -3,251.9% | +161.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling