-42.1%
CMCSA vs CLF
-51.2%
+9.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.4% |
| 7D | +5.0% | -19.6% | +24.6% | +6.7% |
| 30D | +16.5% | -5.0% | +21.5% | +16.4% |
| 3M | -1.6% | -6.3% | +4.7% | -1.8% |
| 6M | -5.0% | +2.8% | -7.8% | -6.7% |
| YTD | -8.3% | -13.7% | +5.4% | -8.9% |
| 1Y | +0.4% | +13.6% | -13.2% | -3.9% |
| 3Y | -31.0% | -34.0% | +3.0% | -31.8% |
| All | -42.1% | -51.2% | +9.1% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling