-11.9%
CMCSA vs FOXA
+90.3%
-102.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.1% | -0.6% | +0.7% | +0.3% |
| 30D | +3.8% | +2.3% | +1.5% | +2.8% |
| 3M | +12.3% | -2.8% | +15.2% | +12.4% |
| 6M | -15.4% | +9.6% | -25.0% | -19.2% |
| YTD | -2.5% | -9.9% | +7.4% | -0.3% |
| 1Y | -13.4% | +5.4% | -18.7% | -17.0% |
| 3Y | -30.4% | +115.3% | -145.6% | -50.1% |
| 5Y | -45.0% | +93.1% | -138.1% | -59.5% |
| All | -11.9% | +90.3% | -102.2% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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