+10.2%
CMCSA vs ES
+85.1%
-75.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | +0.1% | +1.4% | -1.3% | -0.4% |
| 30D | +3.8% | -1.2% | +5.0% | +4.2% |
| 3M | +12.3% | +5.0% | +7.3% | +10.4% |
| 6M | -15.4% | -2.8% | -12.6% | -14.8% |
| YTD | -2.5% | +8.6% | -11.1% | -5.6% |
| 1Y | -13.4% | +18.9% | -32.3% | -19.2% |
| 3Y | -30.4% | +32.1% | -62.5% | -38.7% |
| 5Y | -45.0% | -5.1% | -40.0% | -45.6% |
| 10Y | +10.2% | +84.2% | -74.0% | -5.4% |
| All | +10.2% | +85.1% | -75.0% | -5.4% |
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