-15.6%
CMCSA vs EOG
+28.1%
-43.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -4.9% | +1.5% | -6.4% | -4.8% |
| 30D | -1.1% | +2.9% | -4.0% | -1.0% |
| 3M | +6.6% | +8.7% | -2.2% | +6.4% |
| 6M | -15.5% | +12.9% | -28.4% | -15.8% |
| YTD | -6.7% | +43.8% | -50.5% | -9.2% |
| 1Y | -15.6% | +27.1% | -42.7% | -17.1% |
| All | -15.6% | +28.1% | -43.6% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling