+6.0%
CMCSA vs CLS
+2,968.1%
-2,962.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.6% |
| 7D | -5.6% | +5.0% | -10.5% | -6.0% |
| 30D | -1.9% | +4.8% | -6.7% | -2.5% |
| 3M | +6.4% | -10.4% | +16.8% | +6.5% |
| 6M | -16.9% | +20.8% | -37.7% | -20.3% |
| YTD | -6.8% | +10.0% | -16.8% | -10.3% |
| 1Y | -15.9% | +28.5% | -44.4% | -21.8% |
| 3Y | -33.4% | +1,292.2% | -1,325.6% | -61.9% |
| 5Y | -46.7% | +3,616.8% | -3,663.5% | -75.7% |
| All | +6.0% | +2,968.1% | -2,962.2% | -58.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling