-46.7%
CMCSA vs ENPH
-77.4%
+30.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | -5.6% | +1.5% | -7.1% | -5.6% |
| 30D | -1.9% | -12.9% | +11.0% | -1.2% |
| 3M | +6.4% | -27.1% | +33.5% | +8.0% |
| 6M | -16.9% | -15.4% | -1.5% | -17.1% |
| YTD | -6.8% | +15.0% | -21.8% | -9.3% |
| 1Y | -15.9% | -0.7% | -15.2% | -17.7% |
| 3Y | -33.4% | -69.3% | +35.9% | -32.2% |
| 5Y | -46.7% | -76.7% | +30.0% | -47.2% |
| All | -46.7% | -77.4% | +30.7% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling