+1,882.7%
CIEN vs ENPH
+384.9%
+1,497.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -15.2% | -2.4% | -12.8% | -15.0% |
| 30D | -21.5% | -6.6% | -14.9% | -20.9% |
| 3M | -40.1% | -46.8% | +6.7% | -35.9% |
| 6M | -6.6% | -14.7% | +8.2% | -5.4% |
| YTD | +37.3% | +13.5% | +23.8% | +33.0% |
| 1Y | +174.5% | -0.4% | +175.0% | +168.7% |
| 3Y | +562.3% | -71.7% | +634.0% | +608.0% |
| 5Y | +463.9% | -79.1% | +543.0% | +503.1% |
| 10Y | +1,302.4% | +1,898.4% | -596.0% | +810.3% |
| All | +1,882.7% | +384.9% | +1,497.8% | +1,270.4% |
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