-22.5%
CMCSA vs EOSE
-60.6%
+38.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -4.9% | +1.8% | -6.7% | -4.9% |
| 30D | -1.1% | -6.8% | +5.8% | -1.0% |
| 3M | +6.6% | -36.3% | +42.9% | +7.0% |
| 6M | -15.5% | -38.8% | +23.3% | -15.3% |
| YTD | -6.7% | -65.5% | +58.9% | -5.9% |
| 1Y | -15.6% | -45.3% | +29.7% | -16.1% |
| 3Y | -33.7% | +44.2% | -77.8% | -37.3% |
| 5Y | -46.6% | -69.5% | +22.9% | -50.6% |
| All | -22.5% | -60.6% | +38.1% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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