+6.0%
CMCSA vs ENB
+94.4%
-88.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.8% | +6.2% | +3.8% |
| 7D | -5.6% | -4.6% | -1.0% | -3.9% |
| 30D | -1.9% | -5.2% | +3.3% | 0.0% |
| 3M | +6.4% | -13.4% | +19.8% | +12.1% |
| 6M | -16.9% | -7.8% | -9.1% | -14.8% |
| YTD | -6.8% | +4.9% | -11.7% | -9.3% |
| 1Y | -15.9% | +3.2% | -19.1% | -17.7% |
| 3Y | -33.4% | +71.0% | -104.4% | -47.3% |
| 5Y | -46.7% | +64.0% | -110.7% | -57.4% |
| All | +6.0% | +94.4% | -88.5% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling