+1.1%
CMCSA vs ES
+0.2%
+0.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -1.5% |
| 7D | +5.0% | +1.9% | +3.2% | +4.6% |
| 30D | +16.5% | +7.1% | +9.4% | +14.7% |
| 3M | -1.6% | -1.9% | +0.3% | -1.3% |
| 6M | -5.0% | +4.4% | -9.4% | -5.8% |
| YTD | -8.3% | +7.3% | -15.6% | -9.5% |
| All | +1.1% | +0.2% | +0.9% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling