-48.2%
CMCSA vs CLX
-37.0%
-11.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.2% | -4.4% | -6.1% |
| 7D | -8.3% | -4.9% | -3.3% | -7.3% |
| 30D | -2.4% | -15.8% | +13.4% | +1.2% |
| 3M | +4.5% | -7.9% | +12.4% | +6.2% |
| 6M | -18.8% | -19.0% | +0.3% | -15.5% |
| YTD | -8.9% | -7.9% | -1.0% | -7.8% |
| 1Y | -18.3% | -25.4% | +7.1% | -13.9% |
| 3Y | -35.0% | -35.0% | +0.1% | -30.2% |
| 5Y | -48.2% | -36.8% | -11.4% | -46.5% |
| All | -48.2% | -37.0% | -11.2% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling