+8.2%
CMCSA vs CLF
+92.7%
-84.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.0% | -6.5% | -0.2% |
| 7D | +2.7% | -14.1% | +16.8% | +4.1% |
| 30D | +18.6% | -5.5% | +24.2% | +18.7% |
| 3M | -1.8% | 0.0% | -1.8% | -2.7% |
| 6M | -0.7% | +11.3% | -11.9% | -3.6% |
| YTD | -7.8% | -7.7% | -0.1% | -9.5% |
| 1Y | +0.7% | +17.5% | -16.8% | -4.3% |
| 3Y | -28.0% | -25.4% | -2.5% | -30.6% |
| 5Y | -42.1% | -46.0% | +3.9% | -43.7% |
| 10Y | +8.2% | +80.1% | -71.9% | -19.9% |
| All | +8.2% | +92.7% | -84.5% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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