-35.3%
CMCSA vs ENPH
-70.0%
+34.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.4% | -1.2% | -6.4% |
| 7D | -8.3% | +3.4% | -11.7% | -8.4% |
| 30D | -2.4% | -10.3% | +7.8% | -2.0% |
| 3M | +4.5% | -31.4% | +35.9% | +6.0% |
| 6M | -18.8% | -10.1% | -8.6% | -19.3% |
| YTD | -8.9% | +14.6% | -23.5% | -11.0% |
| 1Y | -18.3% | -3.2% | -15.1% | -19.8% |
| All | -35.3% | -70.0% | +34.7% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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