+335.7%
CSCO vs ENPH
+2,188.9%
-1,853.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.4% | +6.6% | +1.6% |
| 7D | +6.6% | -7.6% | +14.1% | +7.2% |
| 30D | -11.3% | -16.4% | +5.0% | -10.4% |
| 3M | -17.3% | -34.3% | +17.0% | -15.0% |
| 6M | +3.5% | -28.5% | +32.1% | +5.5% |
| YTD | +34.9% | -16.4% | +51.3% | +35.0% |
| 1Y | +40.5% | -12.8% | +53.3% | +40.1% |
| 3Y | +109.3% | -65.7% | +174.9% | +115.1% |
| 5Y | +105.9% | -89.4% | +195.2% | +123.5% |
| All | +335.7% | +2,188.9% | -1,853.2% | +265.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling