-33.7%
CMCSA vs BITO
+149.6%
-183.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.9% | -3.4% | -1.4% | -4.6% |
| 30D | -1.1% | +21.4% | -22.5% | -2.5% |
| 3M | +6.6% | +20.5% | -13.9% | +5.0% |
| 6M | -15.5% | +7.4% | -22.9% | -16.0% |
| YTD | -6.7% | -13.9% | +7.2% | -5.9% |
| 1Y | -15.6% | -35.1% | +19.5% | -12.6% |
| 3Y | -33.7% | +156.8% | -190.5% | -43.8% |
| All | -33.7% | +149.6% | -183.3% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 3y: compounded portfolio wealth divided by compounded BITO 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…
3y analysis · Full analysis span regression · 6 months rolling