-35.3%
CMCSA vs BTDR
+7.6%
-42.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.7% | -3.9% | -6.6% |
| 7D | -8.3% | +14.8% | -23.1% | -8.5% |
| 30D | -2.4% | +41.8% | -44.2% | -3.1% |
| 3M | +4.5% | -29.2% | +33.7% | +5.1% |
| 6M | -18.8% | +66.2% | -84.9% | -20.5% |
| YTD | -8.9% | +10.0% | -18.9% | -10.1% |
| 1Y | -18.3% | -11.0% | -7.3% | -19.4% |
| All | -35.3% | +7.6% | -42.9% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling