-45.0%
CMCSA vs ENB
+71.0%
-116.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | +0.1% | -0.5% | +0.6% | +0.3% |
| 30D | +3.8% | -0.2% | +4.0% | +3.8% |
| 3M | +12.3% | -7.5% | +19.8% | +15.2% |
| 6M | -15.4% | -4.1% | -11.3% | -14.5% |
| YTD | -2.5% | +9.8% | -12.3% | -6.8% |
| 1Y | -13.4% | +8.7% | -22.1% | -16.9% |
| 3Y | -30.4% | +79.0% | -109.4% | -47.0% |
| 5Y | -45.0% | +69.1% | -114.1% | -57.9% |
| All | -45.0% | +71.0% | -116.1% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling