+198.6%
CMCSA vs FTI
+1,741.8%
-1,543.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -0.6% | +5.4% | -6.0% | -1.7% |
| 30D | +18.8% | -8.2% | +27.0% | +20.5% |
| 3M | -1.1% | -13.7% | +12.6% | +1.6% |
| 6M | +2.5% | -11.2% | +13.7% | +4.1% |
| YTD | -6.7% | +46.0% | -52.7% | -15.6% |
| 1Y | 0.0% | +51.8% | -51.8% | -10.5% |
| 3Y | -28.9% | +206.7% | -235.6% | -47.1% |
| 5Y | -41.1% | +862.0% | -903.2% | -68.4% |
| 10Y | +4.5% | +182.3% | -177.8% | -34.5% |
| All | +198.6% | +1,741.8% | -1,543.2% | -12.2% |
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