-2.4%
CMCSA vs ESTC
+24.7%
-27.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +0.7% | -2.6% | +3.3% | +0.9% |
| 30D | +21.0% | -8.6% | +29.6% | +21.8% |
| 3M | -0.9% | +14.4% | -15.3% | -2.9% |
| 6M | +2.9% | +73.3% | -70.4% | -3.6% |
| YTD | -5.9% | +15.7% | -21.6% | -8.7% |
| 1Y | +2.5% | -7.6% | +10.0% | +1.7% |
| 3Y | -28.3% | +14.6% | -42.8% | -33.3% |
| 5Y | -40.8% | -50.0% | +9.2% | -41.6% |
| All | -2.4% | +24.7% | -27.1% | -24.8% |
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