-30.4%
CMCSA vs ESI
+82.9%
-113.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | +0.1% | +5.4% | -5.3% | -0.2% |
| 30D | +3.8% | -4.2% | +8.0% | +4.1% |
| 3M | +12.3% | -9.6% | +21.9% | +12.6% |
| 6M | -15.4% | +18.3% | -33.7% | -19.3% |
| YTD | -2.5% | +45.8% | -48.3% | -11.0% |
| 1Y | -13.4% | +39.2% | -52.5% | -20.4% |
| 3Y | -30.4% | +86.3% | -116.6% | -38.5% |
| All | -30.4% | +82.9% | -113.3% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling