+10.2%
CMCSA vs CLF
+108.7%
-98.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | +0.1% | +6.5% | -6.4% | -0.6% |
| 30D | +3.8% | +0.2% | +3.6% | +3.7% |
| 3M | +12.3% | -3.1% | +15.4% | +11.9% |
| 6M | -15.4% | +25.0% | -40.4% | -18.8% |
| YTD | -2.5% | -7.5% | +5.0% | -3.6% |
| 1Y | -13.4% | +11.5% | -24.9% | -17.4% |
| 3Y | -30.4% | -13.7% | -16.7% | -33.9% |
| 5Y | -45.0% | -47.0% | +2.0% | -46.2% |
| 10Y | +10.2% | +116.3% | -106.1% | -22.9% |
| All | +10.2% | +108.7% | -98.5% | -22.9% |
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