+2,121.8%
CMCSA vs CNP
+1,888.5%
+233.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -0.6% | +2.5% | -3.1% | -1.3% |
| 30D | +18.8% | +4.0% | +14.7% | +17.4% |
| 3M | -1.1% | +1.6% | -2.8% | -1.7% |
| 6M | +2.5% | -1.7% | +4.2% | +2.7% |
| YTD | -6.7% | +8.6% | -15.4% | -9.1% |
| 1Y | 0.0% | +5.8% | -5.9% | -1.9% |
| 3Y | -28.9% | +63.0% | -91.9% | -38.5% |
| 5Y | -41.1% | +74.7% | -115.8% | -50.3% |
| 10Y | +4.5% | +143.7% | -139.2% | -22.3% |
| All | +2,121.8% | +1,888.5% | +233.3% | +647.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling