-48.2%
CMCSA vs BTI
+113.9%
-162.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.1% | -6.2% |
| 7D | -8.3% | -2.4% | -5.9% | -7.6% |
| 30D | -2.4% | -4.8% | +2.3% | -1.1% |
| 3M | +4.5% | -8.1% | +12.6% | +7.1% |
| 6M | -18.8% | -4.2% | -14.6% | -17.7% |
| YTD | -8.9% | -1.3% | -7.6% | -8.7% |
| 1Y | -18.3% | +2.1% | -20.4% | -18.9% |
| 3Y | -35.0% | +108.9% | -143.9% | -48.9% |
| 5Y | -48.2% | +114.5% | -162.6% | -61.7% |
| All | -48.2% | +113.9% | -162.1% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 5y: compounded portfolio wealth divided by compounded BTI 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…
5y analysis · Full analysis span regression · 6 months rolling