+3.5%
CMCSA vs CLS
+3,047.2%
-3,043.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.1% | -7.7% | -6.7% |
| 7D | -8.3% | +20.1% | -28.4% | -9.8% |
| 30D | -2.4% | +6.0% | -8.5% | -3.2% |
| 3M | +4.5% | -10.3% | +14.8% | +4.6% |
| 6M | -18.8% | +24.5% | -43.3% | -22.2% |
| YTD | -8.9% | +12.9% | -21.8% | -12.6% |
| 1Y | -18.3% | +36.7% | -55.0% | -24.6% |
| 3Y | -35.0% | +1,328.1% | -1,363.0% | -62.8% |
| 5Y | -48.2% | +3,682.3% | -3,730.5% | -76.4% |
| All | +3.5% | +3,047.2% | -3,043.6% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling