-33.8%
CMCSA vs CPNG
-21.7%
-12.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.4% |
| 7D | -5.6% | -5.4% | -0.1% | -5.5% |
| 30D | -1.9% | -11.1% | +9.2% | -1.8% |
| 3M | +6.4% | -3.0% | +9.4% | +6.3% |
| 6M | -16.9% | -23.5% | +6.6% | -16.7% |
| YTD | -6.8% | -37.8% | +31.0% | -6.2% |
| 1Y | -15.9% | -54.3% | +38.4% | -14.2% |
| All | -33.8% | -21.7% | -12.1% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling