-40.2%
CMCSA vs CLBK
+27.8%
-67.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +3.2% | +0.9% | +2.3% | +2.9% |
| 30D | +19.5% | +3.4% | +16.1% | +18.7% |
| 3M | -2.4% | -4.3% | +1.9% | -1.5% |
| 6M | +3.8% | +28.4% | -24.5% | -1.8% |
| YTD | -5.4% | +59.4% | -64.8% | -14.9% |
| 1Y | +1.1% | +64.8% | -63.7% | -9.8% |
| 3Y | -27.1% | +50.6% | -77.7% | -34.7% |
| All | -40.2% | +27.8% | -67.9% | -46.9% |
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