+6.1%
CMCSA vs EOG
+121.1%
-115.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -4.9% | +1.5% | -6.4% | -5.1% |
| 30D | -1.1% | +2.9% | -4.0% | -1.6% |
| 3M | +6.6% | +8.7% | -2.2% | +4.7% |
| 6M | -15.5% | +12.9% | -28.4% | -17.7% |
| YTD | -6.7% | +43.8% | -50.5% | -13.3% |
| 1Y | -15.6% | +27.1% | -42.7% | -19.8% |
| 3Y | -33.7% | +25.9% | -59.6% | -37.4% |
| 5Y | -46.6% | +177.9% | -224.6% | -57.6% |
| All | +6.1% | +121.1% | -115.0% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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