+1.8%
CMCSA vs ESI
+27.8%
-26.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.6% | +9.6% | +4.4% |
| 7D | +15.2% | -6.6% | +21.8% | +14.3% |
| 30D | +17.0% | -10.9% | +27.9% | +15.6% |
| 3M | +1.2% | -13.8% | +15.0% | -0.1% |
| 6M | -5.5% | -21.5% | +16.0% | -7.0% |
| YTD | -6.5% | +34.7% | -41.2% | -9.7% |
| 1Y | +1.8% | +24.9% | -23.1% | -0.4% |
| All | +1.8% | +27.8% | -26.0% | -0.4% |
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