-28.0%
CMCSA vs CNP
+63.4%
-91.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +2.7% | -4.3% | +7.0% | +3.6% |
| 30D | +18.6% | +5.7% | +12.9% | +17.1% |
| 3M | -1.8% | +0.9% | -2.8% | -2.2% |
| 6M | -0.7% | -1.1% | +0.4% | -0.7% |
| YTD | -7.8% | +8.3% | -16.1% | -9.1% |
| 1Y | +0.7% | +5.9% | -5.2% | -0.2% |
| 3Y | -28.0% | +64.6% | -92.6% | -37.1% |
| All | -28.0% | +63.4% | -91.4% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling