+2.8%
CMCSA vs CLSK
-63.3%
+66.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.6% | +6.0% | +2.4% |
| 7D | -5.6% | +1.7% | -7.3% | -5.6% |
| 30D | -1.9% | +11.1% | -13.0% | -2.0% |
| 3M | +6.4% | -14.1% | +20.5% | +6.5% |
| 6M | -16.9% | +32.9% | -49.8% | -17.2% |
| YTD | -6.8% | +26.5% | -33.3% | -7.2% |
| 1Y | -15.9% | +27.6% | -43.5% | -16.4% |
| 3Y | -33.4% | +190.9% | -224.3% | -34.5% |
| 5Y | -46.7% | -0.4% | -46.3% | -47.7% |
| All | +2.8% | -63.3% | +66.2% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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