+2,236.9%
CMCSA vs ENB
+11,799.4%
-9,562.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.7% |
| 3M | +15.1% | -10.5% | +25.6% | +18.4% |
| 6M | -15.4% | -5.1% | -10.3% | -14.4% |
| YTD | -1.9% | +9.0% | -10.9% | -4.6% |
| 1Y | -12.7% | +8.2% | -20.9% | -15.1% |
| 3Y | -31.0% | +67.8% | -98.8% | -40.8% |
| 5Y | -46.1% | +69.4% | -115.5% | -54.1% |
| 10Y | +10.8% | +117.5% | -106.7% | -14.1% |
| All | +2,236.9% | +11,799.4% | -9,562.5% | +1,373.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling