+598.9%
CIEN vs ENPH
-68.3%
+667.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.8% | -0.4% | +5.4% |
| 7D | -5.3% | +9.3% | -14.5% | -6.5% |
| 30D | -17.2% | -7.3% | -10.0% | -16.4% |
| 3M | -26.9% | -31.7% | +4.9% | -23.5% |
| 6M | +16.0% | -3.5% | +19.5% | +16.8% |
| YTD | +45.9% | +21.2% | +24.8% | +42.2% |
| 1Y | +186.8% | +0.1% | +186.7% | +183.7% |
| All | +598.9% | -68.3% | +667.2% | +641.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling