+54.2%
CMCSA vs ESI
+200.4%
-146.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.5% |
| 7D | -0.6% | +8.3% | -8.9% | -1.9% |
| 30D | +18.8% | -10.4% | +29.2% | +20.4% |
| 3M | -1.1% | -13.2% | +12.1% | +0.5% |
| 6M | +2.5% | -23.9% | +26.4% | +5.8% |
| YTD | -6.7% | +34.2% | -40.9% | -14.7% |
| 1Y | 0.0% | +22.2% | -22.3% | -7.1% |
| 3Y | -28.9% | +79.2% | -108.1% | -39.7% |
| 5Y | -41.1% | +38.1% | -79.3% | -48.3% |
| 10Y | +4.5% | +323.6% | -319.1% | -25.8% |
| All | +54.2% | +200.4% | -146.1% | +21.8% |
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