+4.6%
CMCSA vs ESI
+308.3%
-303.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.4% | -6.4% |
| 7D | -8.3% | +3.9% | -12.2% | -9.0% |
| 30D | -2.4% | -3.8% | +1.4% | -1.8% |
| 3M | +4.5% | -13.1% | +17.6% | +6.6% |
| 6M | -18.8% | +11.3% | -30.1% | -23.1% |
| YTD | -8.9% | +44.1% | -53.0% | -19.8% |
| 1Y | -18.3% | +40.3% | -58.6% | -27.9% |
| 3Y | -35.0% | +84.1% | -119.0% | -48.0% |
| 5Y | -48.2% | +75.8% | -124.0% | -58.9% |
| 10Y | +4.6% | +320.7% | -316.2% | -35.3% |
| All | +4.6% | +308.3% | -303.7% | -35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling