-35.3%
CMCSA vs EOG
+22.2%
-57.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.1% | -7.7% | -6.8% |
| 7D | -8.3% | -1.3% | -7.0% | -8.1% |
| 30D | -2.4% | +3.4% | -5.8% | -3.1% |
| 3M | +4.5% | +7.8% | -3.3% | +2.7% |
| 6M | -18.8% | +13.4% | -32.1% | -21.4% |
| YTD | -8.9% | +43.5% | -52.4% | -17.3% |
| 1Y | -18.3% | +29.7% | -48.0% | -23.8% |
| All | -35.3% | +22.2% | -57.5% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling