+545.6%
CMCSA vs CLS
+3,265.4%
-2,719.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -2.1% | +4.6% | -6.7% | -3.0% |
| 30D | +7.0% | -13.9% | +20.9% | +8.9% |
| 3M | +15.1% | -26.6% | +41.7% | +18.9% |
| 6M | -15.4% | +15.4% | -30.8% | -20.6% |
| YTD | -1.9% | +5.7% | -7.6% | -7.5% |
| 1Y | -12.7% | +41.1% | -53.8% | -23.7% |
| 3Y | -31.0% | +1,228.6% | -1,259.6% | -64.6% |
| 5Y | -46.1% | +3,240.6% | -3,286.7% | -77.8% |
| 10Y | +10.8% | +2,760.3% | -2,749.5% | -56.4% |
| All | +545.6% | +3,265.4% | -2,719.8% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling