+379.9%
CSCO vs ENPH
+1,908.3%
-1,528.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.7% | +4.5% |
| 7D | +2.7% | -0.1% | +2.7% | +2.7% |
| 30D | -9.5% | -10.8% | +1.4% | -8.8% |
| 3M | -7.6% | -33.8% | +26.2% | -5.2% |
| 6M | +44.9% | -16.1% | +61.0% | +45.8% |
| YTD | +47.7% | +13.4% | +34.3% | +45.0% |
| 1Y | +69.1% | -2.6% | +71.7% | +67.1% |
| 3Y | +113.5% | -70.3% | +183.8% | +121.2% |
| 5Y | +122.8% | -77.0% | +199.8% | +129.1% |
| All | +379.9% | +1,908.3% | -1,528.3% | +301.4% |
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 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