-33.8%
CMCSA vs EQT
+34.2%
-67.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | -5.6% | -1.2% | -4.4% | -5.5% |
| 30D | -1.9% | +1.1% | -3.0% | -1.9% |
| 3M | +6.4% | +4.8% | +1.6% | +6.0% |
| 6M | -16.9% | -10.6% | -6.3% | -16.3% |
| YTD | -6.8% | +3.4% | -10.2% | -7.3% |
| 1Y | -15.9% | +8.7% | -24.6% | -16.8% |
| All | -33.8% | +34.2% | -67.9% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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