-45.0%
CMCSA vs ESI
+77.4%
-122.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +0.1% | +5.4% | -5.3% | -0.7% |
| 30D | +3.8% | -4.2% | +8.0% | +4.4% |
| 3M | +12.3% | -9.6% | +21.9% | +13.2% |
| 6M | -15.4% | +18.3% | -33.7% | -20.9% |
| YTD | -2.5% | +45.8% | -48.3% | -14.2% |
| 1Y | -13.4% | +39.2% | -52.5% | -23.2% |
| 3Y | -30.4% | +86.3% | -116.6% | -45.1% |
| 5Y | -45.0% | +76.2% | -121.2% | -58.3% |
| All | -45.0% | +77.4% | -122.4% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling