-42.5%
CMCSA vs BITO
-8.3%
-34.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.5% |
| 7D | -5.6% | -5.8% | +0.3% | -5.0% |
| 30D | -1.9% | +21.1% | -23.0% | -3.7% |
| 3M | +6.4% | +23.5% | -17.1% | +4.1% |
| 6M | -16.9% | +8.3% | -25.2% | -17.8% |
| YTD | -6.8% | -13.9% | +7.1% | -6.0% |
| 1Y | -15.9% | -34.5% | +18.6% | -12.9% |
| 3Y | -33.4% | +147.0% | -180.4% | -42.1% |
| All | -42.5% | -8.3% | -34.2% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling