+2,095.8%
CMCSA vs CNP
+1,881.7%
+214.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +2.7% | -4.3% | +7.0% | +3.8% |
| 30D | +18.6% | +5.7% | +12.9% | +16.7% |
| 3M | -1.8% | +0.9% | -2.8% | -2.3% |
| 6M | -0.7% | -1.1% | +0.4% | -0.7% |
| YTD | -7.8% | +8.3% | -16.1% | -10.1% |
| 1Y | +0.7% | +5.9% | -5.2% | -1.2% |
| 3Y | -28.0% | +64.6% | -92.6% | -37.9% |
| 5Y | -42.1% | +74.6% | -116.7% | -51.1% |
| 10Y | +8.2% | +139.8% | -131.7% | -19.2% |
| All | +2,095.8% | +1,881.7% | +214.1% | +638.9% |
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