-41.4%
CMCSA vs CPNG
-76.7%
+35.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.4% |
| 7D | +0.1% | -6.3% | +6.4% | +0.6% |
| 30D | +3.8% | -8.7% | +12.6% | +4.5% |
| 3M | +12.3% | -2.4% | +14.8% | +12.1% |
| 6M | -15.4% | -22.3% | +6.9% | -14.2% |
| YTD | -2.5% | -37.2% | +34.7% | +0.5% |
| 1Y | -13.4% | -53.0% | +39.6% | -8.4% |
| 3Y | -30.4% | -20.0% | -10.3% | -31.2% |
| 5Y | -45.0% | -52.8% | +7.7% | -47.1% |
| All | -41.4% | -76.7% | +35.3% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CPNG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling