+242.2%
CMCSA vs CRL
+1,712.0%
-1,469.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | -0.5% |
| 7D | +2.7% | +4.4% | -1.7% | +1.4% |
| 30D | +18.6% | +17.1% | +1.6% | +13.8% |
| 3M | -1.8% | +32.1% | -33.9% | -8.6% |
| 6M | -0.7% | +98.9% | -99.6% | -16.1% |
| YTD | -7.8% | +77.1% | -84.9% | -21.3% |
| 1Y | +0.7% | +110.3% | -109.5% | -17.4% |
| 3Y | -28.0% | +108.5% | -136.4% | -43.7% |
| 5Y | -42.1% | -7.9% | -34.2% | -46.4% |
| 10Y | +8.2% | +368.9% | -360.8% | -36.3% |
| All | +242.2% | +1,712.0% | -1,469.8% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling