+4.6%
CMCSA vs CRL
+244.4%
-239.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.8% | -6.4% |
| 7D | -8.3% | -4.6% | -3.7% | -7.5% |
| 30D | -2.4% | +0.5% | -2.9% | -2.6% |
| 3M | +4.5% | +46.6% | -42.1% | -3.4% |
| 6M | -18.8% | +57.3% | -76.0% | -26.7% |
| YTD | -8.9% | +39.5% | -48.5% | -16.2% |
| 1Y | -18.3% | +76.9% | -95.2% | -29.0% |
| 3Y | -35.0% | +39.4% | -74.3% | -42.8% |
| 5Y | -48.2% | -37.2% | -11.0% | -45.0% |
| 10Y | +4.6% | +253.4% | -248.9% | -34.5% |
| All | +4.6% | +244.4% | -239.9% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling