+2,236.9%
CMCSA vs CLF
+714.0%
+1,522.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.9% |
| 7D | -2.1% | +7.6% | -9.7% | -3.1% |
| 30D | +7.0% | -1.2% | +8.2% | +7.0% |
| 3M | +15.1% | -13.4% | +28.5% | +16.2% |
| 6M | -15.4% | +15.4% | -30.8% | -18.7% |
| YTD | -1.9% | -5.9% | +4.0% | -3.8% |
| 1Y | -12.7% | +18.8% | -31.5% | -18.5% |
| 3Y | -31.0% | -19.4% | -11.6% | -34.7% |
| 5Y | -46.1% | -47.7% | +1.6% | -47.6% |
| 10Y | +10.8% | +130.4% | -119.5% | -26.4% |
| All | +2,236.9% | +714.0% | +1,522.8% | +503.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling