+705.0%
CAH vs ENPH
+417.7%
+287.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.8% | -9.5% | -2.9% |
| 7D | +0.5% | +9.3% | -8.8% | +0.1% |
| 30D | +1.7% | -7.3% | +9.0% | +2.0% |
| 3M | +17.9% | -31.7% | +49.6% | +19.2% |
| 6M | +10.9% | -3.5% | +14.4% | +10.2% |
| YTD | +17.9% | +21.2% | -3.3% | +15.5% |
| 1Y | +61.7% | +0.1% | +61.6% | +59.3% |
| 3Y | +183.7% | -67.7% | +251.4% | +187.5% |
| 5Y | +401.3% | -76.2% | +477.6% | +404.6% |
| 10Y | +293.7% | +2,057.2% | -1,763.6% | +206.5% |
| All | +705.0% | +417.7% | +287.3% | +534.6% |
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