-40.6%
DIS vs CMCSA
-47.2%
+6.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +1.2% | -4.9% | +6.0% | +3.2% |
| 30D | +3.2% | -1.1% | +4.3% | +3.6% |
| 3M | +7.0% | +6.6% | +0.4% | +3.7% |
| 6M | +6.4% | -15.5% | +21.9% | +12.7% |
| YTD | -5.6% | -6.7% | +1.0% | -4.6% |
| 1Y | -7.7% | -15.6% | +7.9% | -2.5% |
| 3Y | +33.2% | -33.7% | +66.9% | +53.9% |
| All | -40.6% | -47.2% | +6.6% | -29.5% |
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