-29.9%
CMCSA vs ENB
+78.2%
-108.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | +7.0% | -2.2% | +9.3% | +7.6% |
| 3M | +15.1% | -10.5% | +25.6% | +18.1% |
| 6M | -15.4% | -5.1% | -10.3% | -14.6% |
| YTD | -1.9% | +9.0% | -10.9% | -5.1% |
| 1Y | -12.7% | +8.2% | -20.9% | -15.5% |
| All | -29.9% | +78.2% | -108.1% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling