-40.2%
CMCSA vs CPNG
-43.2%
+3.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.5% |
| 7D | +3.2% | -6.8% | +9.9% | +3.8% |
| 30D | +19.5% | +5.5% | +14.0% | +18.9% |
| 3M | -2.4% | -6.8% | +4.4% | -2.0% |
| 6M | +3.8% | -4.8% | +8.7% | +3.7% |
| YTD | -5.4% | -35.6% | +30.2% | -2.5% |
| 1Y | +1.1% | -46.8% | +47.9% | +6.1% |
| 3Y | -27.1% | -0.8% | -26.3% | -29.9% |
| All | -40.2% | -43.2% | +3.0% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling