+2,236.9%
CMCSA vs ES
+1,243.3%
+993.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | +7.0% | -2.0% | +9.0% | +7.8% |
| 3M | +15.1% | +1.7% | +13.4% | +14.2% |
| 6M | -15.4% | -3.5% | -11.8% | -14.5% |
| YTD | -1.9% | +7.9% | -9.8% | -5.1% |
| 1Y | -12.7% | +17.2% | -29.9% | -18.6% |
| 3Y | -31.0% | +29.3% | -60.3% | -39.3% |
| 5Y | -46.1% | -5.7% | -40.3% | -47.1% |
| 10Y | +10.8% | +85.2% | -74.4% | -18.3% |
| All | +2,236.9% | +1,243.3% | +993.6% | +733.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling