-35.3%
CMCSA vs FTI
+274.9%
-310.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.4% | -6.2% | -6.6% |
| 7D | -8.3% | -2.3% | -5.9% | -8.1% |
| 30D | -2.4% | +5.0% | -7.5% | -2.9% |
| 3M | +4.5% | +13.8% | -9.3% | +3.0% |
| 6M | -18.8% | +22.9% | -41.7% | -21.1% |
| YTD | -8.9% | +75.0% | -83.9% | -15.6% |
| 1Y | -18.3% | +96.9% | -115.2% | -25.8% |
| All | -35.3% | +274.9% | -310.2% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling