+1.8%
CMCSA vs CLS
-28.7%
+30.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -9.1% | +14.0% | +4.1% |
| 7D | +15.2% | -21.1% | +36.4% | +12.9% |
| 30D | +17.0% | -38.2% | +55.2% | +12.7% |
| 3M | +1.2% | -36.3% | +37.5% | -1.7% |
| 6M | -5.5% | -43.8% | +38.3% | -8.8% |
| YTD | -6.5% | -20.0% | +13.5% | -6.2% |
| 1Y | +1.8% | -29.6% | +31.4% | +2.3% |
| All | +1.8% | -28.7% | +30.5% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling