+2,154.1%
CMCSA vs BTI
+6,890.1%
-4,736.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.1% |
| 7D | +3.2% | +1.6% | +1.5% | +2.7% |
| 30D | +19.5% | +9.2% | +10.3% | +16.7% |
| 3M | -2.4% | +9.6% | -12.0% | -4.9% |
| 6M | +3.8% | -2.4% | +6.3% | +4.5% |
| YTD | -5.4% | +14.2% | -19.6% | -9.2% |
| 1Y | +1.1% | +20.3% | -19.2% | -4.4% |
| 3Y | -27.1% | +147.4% | -174.5% | -44.4% |
| 5Y | -40.3% | +155.4% | -195.7% | -55.2% |
| 10Y | +6.0% | +127.3% | -121.3% | -20.2% |
| All | +2,154.1% | +6,890.1% | -4,736.1% | +665.6% |
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