-48.2%
CMCSA vs CLBK
+41.8%
-90.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.3% | -6.3% |
| 7D | -8.3% | -1.5% | -6.8% | -8.0% |
| 30D | -2.4% | +6.7% | -9.1% | -3.9% |
| 3M | +4.5% | +21.2% | -16.7% | -0.1% |
| 6M | -18.8% | +42.0% | -60.7% | -25.1% |
| YTD | -8.9% | +63.3% | -72.2% | -18.9% |
| 1Y | -18.3% | +65.4% | -83.7% | -27.6% |
| 3Y | -35.0% | +52.5% | -87.4% | -42.2% |
| 5Y | -48.2% | +42.0% | -90.1% | -57.2% |
| All | -48.2% | +41.8% | -90.0% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling