+1.8%
CMCSA vs ESTC
+31.2%
-29.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.1% |
| 7D | -2.1% | -8.1% | +6.0% | -1.3% |
| 30D | +7.0% | +31.7% | -24.7% | +3.7% |
| 3M | +15.1% | +41.1% | -26.0% | +10.6% |
| 6M | -15.4% | +77.1% | -92.4% | -20.8% |
| YTD | -1.9% | +21.7% | -23.6% | -4.9% |
| 1Y | -12.7% | +8.4% | -21.1% | -14.7% |
| 3Y | -31.0% | +23.6% | -54.6% | -36.3% |
| 5Y | -46.1% | -46.5% | +0.4% | -47.2% |
| All | +1.8% | +31.2% | -29.4% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling