-28.0%
CMCSA vs CLS
+788.5%
-816.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.9% | -7.4% | +0.8% |
| 7D | +2.7% | -10.6% | +13.2% | +2.3% |
| 30D | +18.6% | -38.4% | +57.1% | +17.1% |
| 3M | -1.8% | -29.9% | +28.0% | -2.7% |
| 6M | -0.7% | -40.6% | +40.0% | -1.7% |
| YTD | -7.8% | -24.6% | +16.8% | -8.5% |
| 1Y | +0.7% | -30.8% | +31.5% | +0.2% |
| 3Y | -28.0% | +811.7% | -839.7% | -40.9% |
| All | -28.0% | +788.5% | -816.4% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling