+1,026.7%
CDNS vs ENPH
+1,936.5%
-909.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -6.5% | +1.5% | -8.1% | -6.8% |
| 30D | -13.0% | -12.9% | -0.1% | -11.6% |
| 3M | -26.0% | -27.1% | +1.1% | -23.5% |
| 6M | -2.8% | -15.4% | +12.6% | -2.6% |
| YTD | -8.8% | +15.0% | -23.8% | -13.2% |
| 1Y | -15.8% | -0.7% | -15.1% | -18.8% |
| 3Y | +19.7% | -69.3% | +89.1% | +26.9% |
| 5Y | +70.8% | -76.7% | +147.5% | +81.8% |
| All | +1,026.7% | +1,936.5% | -909.7% | +822.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling