+6.0%
CMCSA vs CNP
+137.1%
-131.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.9% |
| 7D | -5.6% | -2.2% | -3.4% | -4.9% |
| 30D | -1.9% | -2.1% | +0.2% | -1.2% |
| 3M | +6.4% | -7.9% | +14.4% | +9.3% |
| 6M | -16.9% | -8.3% | -8.6% | -14.6% |
| YTD | -6.8% | +3.8% | -10.6% | -8.2% |
| 1Y | -15.9% | +5.9% | -21.8% | -17.8% |
| 3Y | -33.4% | +49.3% | -82.7% | -43.0% |
| 5Y | -46.7% | +69.3% | -116.0% | -56.7% |
| All | +6.0% | +137.1% | -131.1% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CNP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling