+2,236.9%
CMCSA vs CL
+4,870.0%
-2,633.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | 0.0% |
| 7D | -2.1% | -2.2% | +0.1% | -1.2% |
| 30D | +7.0% | -4.8% | +11.9% | +9.4% |
| 3M | +15.1% | +4.9% | +10.2% | +12.7% |
| 6M | -15.4% | -5.7% | -9.6% | -13.3% |
| YTD | -1.9% | +14.4% | -16.3% | -7.8% |
| 1Y | -12.7% | +8.7% | -21.5% | -16.3% |
| 3Y | -31.0% | +30.0% | -61.0% | -39.6% |
| 5Y | -46.1% | +28.4% | -74.5% | -52.9% |
| 10Y | +10.8% | +50.1% | -39.2% | -11.2% |
| All | +2,236.9% | +4,870.0% | -2,633.1% | +190.9% |
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 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