-15.9%
CMCSA vs FTI
+89.8%
-105.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.2% | +2.1% |
| 7D | -5.6% | -5.6% | +0.1% | -6.1% |
| 30D | -1.9% | +0.4% | -2.3% | -1.8% |
| 3M | +6.4% | +8.1% | -1.7% | +6.8% |
| 6M | -16.9% | +16.7% | -33.6% | -16.7% |
| YTD | -6.8% | +70.0% | -76.8% | -4.8% |
| 1Y | -15.9% | +85.4% | -101.3% | -13.7% |
| All | -15.9% | +89.8% | -105.7% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling