-0.2%
CMCSA vs CLBK
+65.6%
-65.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.2% |
| 7D | -5.6% | -1.4% | -4.2% | -5.1% |
| 30D | -1.9% | +4.5% | -6.4% | -3.3% |
| 3M | +6.4% | +22.8% | -16.4% | -0.5% |
| 6M | -16.9% | +43.4% | -60.4% | -26.2% |
| YTD | -6.8% | +64.1% | -70.9% | -21.1% |
| 1Y | -15.9% | +67.6% | -83.5% | -29.6% |
| 3Y | -33.4% | +53.3% | -86.7% | -44.1% |
| 5Y | -46.7% | +44.8% | -91.5% | -56.9% |
| All | -0.2% | +65.6% | -65.8% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling