-32.7%
CMCSA vs BTSG
+406.1%
-438.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -2.1% | +2.7% | -4.8% | -2.3% |
| 30D | +7.0% | -3.6% | +10.7% | +7.2% |
| 3M | +15.1% | +5.8% | +9.3% | +13.7% |
| 6M | -15.4% | +44.7% | -60.1% | -19.2% |
| YTD | -1.9% | +62.2% | -64.1% | -7.8% |
| 1Y | -12.7% | +152.1% | -164.8% | -22.6% |
| All | -32.7% | +406.1% | -438.8% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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