+519.3%
CMCSA vs CLS
+2,517.3%
-1,998.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.5% | -7.4% | -0.3% |
| 7D | +0.7% | +2.8% | -2.1% | 0.0% |
| 30D | +21.0% | -30.1% | +51.1% | +26.7% |
| 3M | -0.9% | -21.7% | +20.8% | +0.9% |
| 6M | +2.9% | -36.2% | +39.1% | +6.4% |
| YTD | -5.9% | -17.8% | +11.9% | -9.0% |
| 1Y | +2.5% | -26.8% | +29.3% | -0.1% |
| 3Y | -28.3% | +853.4% | -881.6% | -61.6% |
| 5Y | -40.8% | +2,005.0% | -2,045.8% | -73.8% |
| 10Y | +5.4% | +1,929.4% | -1,924.0% | -56.6% |
| All | +519.3% | +2,517.3% | -1,998.1% | +29.7% |
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