-5.5%
CMCSA vs ESTC
+23.7%
-29.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.1% | -4.5% | -6.4% |
| 7D | -8.3% | -3.3% | -4.9% | -8.0% |
| 30D | -2.4% | +13.4% | -15.9% | -3.9% |
| 3M | +4.5% | +41.3% | -36.8% | +0.5% |
| 6M | -18.8% | +62.6% | -81.4% | -23.3% |
| YTD | -8.9% | +14.8% | -23.7% | -11.2% |
| 1Y | -18.3% | -5.1% | -13.2% | -19.0% |
| 3Y | -35.0% | +11.2% | -46.1% | -39.2% |
| 5Y | -48.2% | -47.0% | -1.2% | -49.2% |
| All | -5.5% | +23.7% | -29.2% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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