-45.4%
CMCSA vs BTDR
+19.6%
-65.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | +0.1% |
| 7D | -4.9% | -3.4% | -1.5% | -4.8% |
| 30D | -1.1% | +32.6% | -33.7% | -1.5% |
| 3M | +6.6% | -32.2% | +38.8% | +7.1% |
| 6M | -15.5% | +52.4% | -67.8% | -16.7% |
| YTD | -6.7% | +6.7% | -13.4% | -7.5% |
| 1Y | -15.6% | -15.2% | -0.4% | -16.4% |
| 3Y | -33.7% | +14.9% | -48.6% | -37.6% |
| 5Y | -46.6% | +20.8% | -67.4% | -49.8% |
| All | -45.4% | +19.6% | -65.0% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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