-31.9%
DIS vs CMCSA
-42.5%
+10.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.5% |
| 7D | +5.2% | +5.0% | +0.2% | +3.1% |
| 30D | +11.5% | +16.5% | -5.0% | +4.4% |
| 3M | +11.5% | -1.6% | +13.1% | +11.9% |
| 6M | +8.9% | -5.0% | +13.9% | +10.5% |
| YTD | +3.4% | -8.3% | +11.7% | +5.1% |
| 1Y | +7.2% | +0.4% | +6.8% | +4.2% |
| 3Y | +43.3% | -31.0% | +74.3% | +61.6% |
| All | -31.9% | -42.5% | +10.5% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 5y: compounded portfolio wealth divided by compounded CMCSA 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…
5y analysis · Full analysis span regression · 6 months rolling