+1.8%
CMCSA vs CLX
-6.5%
+8.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.7% | -0.7% | +3.4% |
| 7D | +15.2% | +14.2% | +1.0% | +11.0% |
| 30D | +17.0% | +22.7% | -5.7% | +10.7% |
| 3M | +1.2% | -2.8% | +4.0% | +1.5% |
| 6M | -5.5% | +17.7% | -23.2% | -9.0% |
| YTD | -6.5% | +3.3% | -9.9% | -8.4% |
| 1Y | +1.8% | -5.6% | +7.4% | +1.9% |
| All | +1.8% | -6.5% | +8.4% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling