+164.7%
CMCSA vs ENPH
+384.9%
-220.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.1% | -2.4% | +0.3% | -2.0% |
| 30D | +7.0% | -6.6% | +13.7% | +7.4% |
| 3M | +15.1% | -46.8% | +61.9% | +18.5% |
| 6M | -15.4% | -14.7% | -0.6% | -15.5% |
| YTD | -1.9% | +13.5% | -15.4% | -4.0% |
| 1Y | -12.7% | -0.4% | -12.3% | -14.2% |
| 3Y | -31.0% | -71.7% | +40.7% | -29.3% |
| 5Y | -46.1% | -79.1% | +33.0% | -45.0% |
| 10Y | +10.8% | +1,898.4% | -1,887.5% | -12.8% |
| All | +164.7% | +384.9% | -220.2% | +108.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling