+3.2%
CMCSA vs CLS
+2,031.1%
-2,027.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.5% | -1.2% |
| 7D | -0.6% | +23.5% | -24.1% | -2.2% |
| 30D | +18.8% | -28.9% | +47.7% | +21.4% |
| 3M | -1.1% | -25.2% | +24.0% | +0.3% |
| 6M | +2.5% | -32.1% | +34.6% | +3.8% |
| YTD | -6.7% | -14.1% | +7.3% | -9.1% |
| 1Y | 0.0% | -24.1% | +24.0% | -1.9% |
| 3Y | -28.9% | +897.0% | -925.9% | -58.1% |
| 5Y | -41.1% | +2,089.9% | -2,131.1% | -71.3% |
| All | +3.2% | +2,031.1% | -2,027.9% | -59.0% |
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