+2,236.9%
CMCSA vs CLX
+2,386.6%
-149.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | -2.1% | -9.2% | +7.1% | +0.9% |
| 30D | +7.0% | -11.0% | +18.1% | +11.0% |
| 3M | +15.1% | +5.0% | +10.1% | +13.1% |
| 6M | -15.4% | -18.8% | +3.5% | -10.3% |
| YTD | -1.9% | -4.4% | +2.5% | -1.5% |
| 1Y | -12.7% | -21.9% | +9.1% | -6.8% |
| 3Y | -31.0% | -32.8% | +1.8% | -23.8% |
| 5Y | -46.1% | -34.6% | -11.5% | -41.4% |
| 10Y | +10.8% | -4.7% | +15.5% | +0.4% |
| All | +2,236.9% | +2,386.6% | -149.7% | +487.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling