+345.9%
CMCSA vs BTG
+378.0%
-32.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | -0.5% |
| 7D | +0.1% | +4.8% | -4.7% | 0.0% |
| 30D | +3.8% | +8.3% | -4.5% | +3.6% |
| 3M | +12.3% | +32.3% | -20.0% | +11.3% |
| 6M | -15.4% | +3.0% | -18.3% | -15.7% |
| YTD | -2.5% | +21.9% | -24.4% | -3.4% |
| 1Y | -13.4% | +28.2% | -41.5% | -14.4% |
| 3Y | -30.4% | +99.9% | -130.3% | -32.4% |
| 5Y | -45.0% | +73.6% | -118.6% | -46.6% |
| 10Y | +10.2% | +136.5% | -126.3% | +5.0% |
| All | +345.9% | +378.0% | -32.1% | +322.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling