+2,236.9%
CMCSA vs EOG
+7,415.7%
-5,178.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -2.1% | +1.3% | -3.4% | -2.4% |
| 30D | +7.0% | +8.2% | -1.1% | +5.4% |
| 3M | +15.1% | +3.8% | +11.3% | +13.9% |
| 6M | -15.4% | +15.3% | -30.7% | -18.1% |
| YTD | -1.9% | +41.7% | -43.6% | -8.9% |
| 1Y | -12.7% | +23.6% | -36.3% | -16.9% |
| 3Y | -31.0% | +23.3% | -54.3% | -34.9% |
| 5Y | -46.1% | +170.4% | -216.5% | -57.4% |
| 10Y | +10.8% | +125.5% | -114.7% | -16.8% |
| All | +2,236.9% | +7,415.7% | -5,178.8% | +902.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling