+6.1%
CMCSA vs BTG
+159.3%
-153.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -4.9% | -3.8% | -1.1% | -4.8% |
| 30D | -1.1% | +3.6% | -4.7% | -1.2% |
| 3M | +6.6% | +32.0% | -25.5% | +5.5% |
| 6M | -15.5% | +3.4% | -18.8% | -15.8% |
| YTD | -6.7% | +20.8% | -27.5% | -7.7% |
| 1Y | -15.6% | +22.4% | -38.0% | -16.7% |
| 3Y | -33.7% | +91.7% | -125.4% | -36.1% |
| 5Y | -46.6% | +79.0% | -125.6% | -48.6% |
| All | +6.1% | +159.3% | -153.2% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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