+2,236.9%
CMCSA vs BTI
+6,053.3%
-3,816.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -2.1% | -1.4% | -0.7% | -1.7% |
| 30D | +7.0% | -6.6% | +13.6% | +9.1% |
| 3M | +15.1% | -3.0% | +18.1% | +16.1% |
| 6M | -15.4% | -6.7% | -8.7% | -13.9% |
| YTD | -1.9% | +0.6% | -2.5% | -2.5% |
| 1Y | -12.7% | +5.6% | -18.3% | -14.5% |
| 3Y | -31.0% | +110.3% | -141.3% | -44.9% |
| 5Y | -46.1% | +114.3% | -160.4% | -57.5% |
| 10Y | +10.8% | +67.7% | -56.8% | -9.4% |
| All | +2,236.9% | +6,053.3% | -3,816.5% | +722.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling