+5.4%
CMCSA vs ESI
+323.9%
-318.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +0.3% |
| 7D | +0.7% | +1.8% | -1.1% | +0.2% |
| 30D | +21.0% | -6.6% | +27.6% | +22.1% |
| 3M | -0.9% | -9.4% | +8.4% | +0.2% |
| 6M | +2.9% | -24.1% | +27.0% | +7.2% |
| YTD | -5.9% | +37.1% | -43.0% | -17.3% |
| 1Y | +2.5% | +24.5% | -22.1% | -7.8% |
| 3Y | -28.3% | +83.2% | -111.4% | -43.6% |
| 5Y | -40.8% | +44.0% | -84.7% | -51.2% |
| 10Y | +5.4% | +332.8% | -327.4% | -36.5% |
| All | +5.4% | +323.9% | -318.5% | -36.5% |
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