-27.1%
CMCSA vs CLX
-6.4%
-20.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.2% |
| 7D | +3.2% | +9.5% | -6.3% | +0.8% |
| 30D | +19.5% | +30.7% | -11.2% | +11.9% |
| 3M | -2.4% | +4.2% | -6.6% | -3.9% |
| 6M | +3.8% | +22.1% | -18.3% | -1.3% |
| YTD | -5.4% | +14.1% | -19.5% | -9.1% |
| 1Y | +1.1% | +10.3% | -9.2% | -2.3% |
| 3Y | -27.1% | -7.8% | -19.3% | -27.8% |
| All | -27.1% | -6.4% | -20.7% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling