-12.7%
CMCSA vs ESI
+44.5%
-57.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -0.4% |
| 7D | -2.1% | +3.3% | -5.4% | -1.8% |
| 30D | +7.0% | -5.9% | +12.9% | +6.6% |
| 3M | +15.1% | -14.1% | +29.2% | +14.2% |
| 6M | -15.4% | +6.6% | -21.9% | -16.2% |
| YTD | -1.9% | +45.0% | -46.9% | -6.2% |
| 1Y | -12.7% | +41.5% | -54.2% | -16.0% |
| All | -12.7% | +44.5% | -57.3% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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