+71.5%
CDNS vs ENPH
-77.5%
+149.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +1.0% |
| 7D | -7.2% | +3.4% | -10.6% | -7.8% |
| 30D | -14.3% | -10.3% | -4.0% | -13.0% |
| 3M | -27.2% | -31.4% | +4.2% | -23.6% |
| 6M | -4.5% | -10.1% | +5.6% | -5.3% |
| YTD | -9.0% | +14.6% | -23.5% | -14.5% |
| 1Y | -21.3% | -3.2% | -18.1% | -24.5% |
| 3Y | +19.6% | -69.5% | +89.0% | +30.2% |
| 5Y | +71.5% | -77.2% | +148.8% | +89.4% |
| All | +71.5% | -77.5% | +149.1% | +89.4% |
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