+214.1%
CMCSA vs FTI
+2,165.1%
-1,951.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.1% | +5.3% | -7.4% | -3.2% |
| 30D | +7.0% | +15.3% | -8.3% | +3.6% |
| 3M | +15.1% | +15.8% | -0.7% | +10.9% |
| 6M | -15.4% | +22.6% | -37.9% | -19.8% |
| YTD | -1.9% | +79.5% | -81.4% | -14.8% |
| 1Y | -12.7% | +102.0% | -114.7% | -26.5% |
| 3Y | -31.0% | +315.8% | -346.8% | -52.0% |
| 5Y | -46.1% | +1,129.5% | -1,175.6% | -72.6% |
| 10Y | +10.8% | +320.9% | -310.1% | -37.0% |
| All | +214.1% | +2,165.1% | -1,951.1% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling