-44.5%
CMCSA vs CLS
+3,546.1%
-3,590.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.6% | -6.2% | -0.8% |
| 7D | +0.1% | +12.8% | -12.7% | -0.3% |
| 30D | +3.8% | +3.8% | 0.0% | +3.6% |
| 3M | +12.3% | -14.6% | +27.0% | +12.6% |
| 6M | -15.4% | +32.2% | -47.6% | -17.3% |
| YTD | -2.5% | +11.6% | -14.1% | -4.3% |
| 1Y | -13.4% | +35.1% | -48.4% | -16.9% |
| 3Y | -30.4% | +1,312.5% | -1,342.9% | -55.1% |
| All | -44.5% | +3,546.1% | -3,590.6% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling