+2,121.8%
CMCSA vs ENB
+11,329.0%
-9,207.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | +18.8% | +1.4% | +17.4% | +18.3% |
| 3M | -1.1% | -5.2% | +4.1% | +0.2% |
| 6M | +2.5% | -9.9% | +12.5% | +5.2% |
| YTD | -6.7% | +4.7% | -11.4% | -8.4% |
| 1Y | 0.0% | +2.8% | -2.8% | -1.4% |
| 3Y | -28.9% | +71.3% | -100.2% | -39.4% |
| 5Y | -41.1% | +58.6% | -99.7% | -49.0% |
| 10Y | +4.5% | +108.5% | -104.0% | -18.0% |
| All | +2,121.8% | +11,329.0% | -9,207.2% | +1,315.4% |
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