+7.6%
CMCSA vs ES
+83.5%
-75.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -1.3% |
| 7D | +5.0% | +1.9% | +3.2% | +4.4% |
| 30D | +16.5% | +7.1% | +9.4% | +13.9% |
| 3M | -1.6% | -1.9% | +0.3% | -1.0% |
| 6M | -5.0% | +4.4% | -9.4% | -6.6% |
| YTD | -8.3% | +7.3% | -15.6% | -10.9% |
| 1Y | +0.4% | +2.1% | -1.7% | -1.2% |
| 3Y | -31.0% | +41.8% | -72.8% | -40.8% |
| 5Y | -42.5% | +1.4% | -44.0% | -44.6% |
| All | +7.6% | +83.5% | -75.9% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling