+2,085.1%
CMCSA vs ES
+1,235.9%
+849.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -1.2% |
| 7D | +5.0% | +1.9% | +3.2% | +4.4% |
| 30D | +16.5% | +7.1% | +9.4% | +13.6% |
| 3M | -1.6% | -1.9% | +0.3% | -0.9% |
| 6M | -5.0% | +4.4% | -9.4% | -6.8% |
| YTD | -8.3% | +7.3% | -15.6% | -11.1% |
| 1Y | +0.4% | +2.1% | -1.7% | -1.3% |
| 3Y | -31.0% | +41.8% | -72.8% | -41.2% |
| 5Y | -42.5% | +1.4% | -44.0% | -45.1% |
| 10Y | +12.6% | +86.8% | -74.2% | -17.3% |
| All | +2,085.1% | +1,235.9% | +849.1% | +680.2% |
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