+1,359.1%
CMCSA vs CNI
+6,494.7%
-5,135.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.9% | -6.3% |
| 7D | -8.3% | +0.9% | -9.1% | -8.6% |
| 30D | -2.4% | -2.1% | -0.3% | -1.4% |
| 3M | +4.5% | +1.8% | +2.7% | +3.5% |
| 6M | -18.8% | +14.8% | -33.6% | -24.1% |
| YTD | -8.9% | +25.4% | -34.3% | -18.7% |
| 1Y | -18.3% | +32.9% | -51.2% | -29.1% |
| 3Y | -35.0% | +20.2% | -55.1% | -41.6% |
| 5Y | -48.2% | +12.2% | -60.3% | -52.6% |
| 10Y | +4.6% | +136.0% | -131.4% | -34.1% |
| All | +1,359.1% | +6,494.7% | -5,135.6% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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