-45.0%
CMCSA vs CNP
+76.4%
-121.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | +0.1% | +1.6% | -1.5% | -0.4% |
| 30D | +3.8% | -0.8% | +4.6% | +4.0% |
| 3M | +12.3% | -3.6% | +15.9% | +13.4% |
| 6M | -15.4% | -6.9% | -8.4% | -13.5% |
| YTD | -2.5% | +6.4% | -8.9% | -4.6% |
| 1Y | -13.4% | +9.9% | -23.3% | -16.3% |
| 3Y | -30.4% | +53.1% | -83.5% | -41.1% |
| 5Y | -45.0% | +72.0% | -117.0% | -57.1% |
| All | -45.0% | +76.4% | -121.4% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling