+55.6%
CMCSA vs ESI
+207.0%
-151.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +0.4% |
| 7D | +0.7% | +1.8% | -1.1% | +0.3% |
| 30D | +21.0% | -6.6% | +27.6% | +21.8% |
| 3M | -0.9% | -9.4% | +8.4% | 0.0% |
| 6M | +2.9% | -24.1% | +27.0% | +6.2% |
| YTD | -5.9% | +37.1% | -43.0% | -14.3% |
| 1Y | +2.5% | +24.5% | -22.1% | -5.0% |
| 3Y | -28.3% | +83.2% | -111.4% | -39.4% |
| 5Y | -40.8% | +44.0% | -84.7% | -48.4% |
| 10Y | +5.4% | +332.8% | -327.4% | -25.4% |
| All | +55.6% | +207.0% | -151.4% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling