Your Beacon Theater residency ran in 2016 and 2017, but not in 2018. What made you want to return to it in 2019?

When we decided to try it out, I just loved playing there. Then it just seemed like we had done it a lot, and you never want to overstay your welcome anywhere. And then I missed it. It’s my vision of what I consider to be the ideal stand-up experience, which is a beautiful old theater in someone’s hometown, where they know every inch of the neighborhood. You see someone at Madison Square Garden, or Radio City or Carnegie Hall, each one is a totally different experience. You’re not getting the same interaction with that performer.

Is it still important for you to work out new material in smaller clubs?

I went out to Long Island yesterday, got home at 7, and then grabbed a sport jacket to run out of the house. My wife says, “Where are you going?” I go, “I got to go to a club.” She says, “Why?” We’re married 18 years, you still have to answer these questions. I go, “I need to try out some stuff.” Real comedians want to go on every single night.

There’s a lot of tension in comedy right now, for many reasons.

Sure. I was saying to an audience recently, “Why do you even come out here for this? I guess you just like to see somebody sweat.” Chris Rock gave me a theory that in the old days, when you’d go see Neil Young or Jimi Hendrix, you saw the whole artist. Now, most music artists, that person’s talent is just a component of what they’re making. But with a comedian, you’re still getting the whole artist: the writer, the director, the presenter. All their talent is on display in one package and that’s intense. It’s why stand-up is still so popular.

So you feel that anxiety, too?

Of course. With Cosby and Louis and Roseanne. The thing about being in comedy is, “We hate you, get off the stage” is what we’re used to. Every comedian has that as part of their life. Getting booed, yelled at, hated. So you almost don’t notice it. You either have the skin for it or you don’t.

There are the people who were punished for their behavior offstage — we’ll come back to them. For those people who believe they’ve been penalized for things they’ve said onstage, are they entitled to a sphere of protection in their performances?

No, I don’t agree with that. Because the audience automatically filters what you’re saying. You know how many people are around from when I started? I started with hundreds of guys and women, 99 percent are gone. And some of them were great. Why are they gone? Every reason you can name. Every human frailty there is. Every hairline crack in your personality gets pulled on — let’s see if we can make it a gash and then push you into it. That’s what happens in stand-up.