+2,372.1%
CDNS vs ENPH
+384.9%
+1,987.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -14.0% | -2.4% | -11.6% | -13.8% |
| 30D | -13.2% | -6.6% | -6.5% | -12.6% |
| 3M | -28.9% | -46.8% | +17.9% | -24.6% |
| 6M | -4.2% | -14.7% | +10.6% | -4.0% |
| YTD | -6.4% | +13.5% | -19.8% | -9.7% |
| 1Y | -16.2% | -0.4% | -15.8% | -18.5% |
| 3Y | +20.2% | -71.7% | +91.9% | +27.0% |
| 5Y | +76.6% | -79.1% | +155.7% | +87.7% |
| 10Y | +1,029.7% | +1,898.4% | -868.7% | +773.7% |
| All | +2,372.1% | +384.9% | +1,987.2% | +1,842.4% |
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 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