+5.4%
CMCSA vs CRL
+358.0%
-352.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +0.7% | +5.0% | -4.3% | -0.3% |
| 30D | +21.0% | +13.5% | +7.5% | +17.5% |
| 3M | -0.9% | +21.5% | -22.5% | -5.3% |
| 6M | +2.9% | +103.4% | -100.5% | -11.5% |
| YTD | -5.9% | +71.8% | -77.7% | -17.3% |
| 1Y | +2.5% | +97.5% | -95.1% | -12.8% |
| 3Y | -28.3% | +99.2% | -127.5% | -41.9% |
| 5Y | -40.8% | -12.1% | -28.7% | -42.0% |
| 10Y | +5.4% | +359.2% | -353.8% | -34.1% |
| All | +5.4% | +358.0% | -352.6% | -34.1% |
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