+4.3%
CMCSA vs CLS
+1,765.7%
-1,761.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.9% |
| 7D | +4.6% | -13.9% | +18.4% | +5.6% |
| 30D | +19.8% | -38.2% | +58.0% | +23.7% |
| 3M | -0.3% | -28.8% | +28.6% | +1.4% |
| 6M | +0.3% | -40.4% | +40.7% | +2.6% |
| YTD | -6.9% | -24.3% | +17.3% | -8.4% |
| 1Y | +2.6% | -35.0% | +37.6% | +2.0% |
| 3Y | -29.0% | +778.7% | -807.7% | -57.8% |
| 5Y | -42.0% | +1,884.8% | -1,926.8% | -71.6% |
| All | +4.3% | +1,765.7% | -1,761.5% | -58.2% |
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