+520.6%
CIEN vs ENPH
-77.4%
+598.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | +5.4% | +1.5% | +3.9% | +5.1% |
| 30D | -13.7% | -12.9% | -0.8% | -11.9% |
| 3M | -23.0% | -27.1% | +4.1% | -19.5% |
| 6M | -0.8% | -15.4% | +14.6% | +1.0% |
| YTD | +43.1% | +15.0% | +28.0% | +37.6% |
| 1Y | +157.6% | -0.7% | +158.3% | +151.8% |
| 3Y | +593.8% | -69.3% | +663.2% | +657.3% |
| 5Y | +520.6% | -76.7% | +597.3% | +559.0% |
| All | +520.6% | -77.4% | +598.0% | +559.0% |
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