+155.3%
CMCSA vs ENPH
+247.6%
-92.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.1% | +1.6% |
| 7D | +3.2% | -8.4% | +11.6% | +3.6% |
| 30D | +19.5% | -11.2% | +30.7% | +20.1% |
| 3M | -2.4% | -36.1% | +33.7% | -0.3% |
| 6M | +3.8% | -37.9% | +41.8% | +5.5% |
| YTD | -5.4% | -18.7% | +13.3% | -6.0% |
| 1Y | +1.1% | -9.8% | +10.9% | -0.1% |
| 3Y | -27.1% | -66.8% | +39.7% | -26.0% |
| 5Y | -40.3% | -89.6% | +49.4% | -36.8% |
| 10Y | +6.0% | +2,186.8% | -2,180.9% | -16.8% |
| All | +155.3% | +247.6% | -92.3% | +104.3% |
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