+114.0%
CSCO vs ENPH
-77.3%
+191.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -0.6% |
| 7D | -0.5% | +9.3% | -9.8% | -1.3% |
| 30D | -10.1% | -7.3% | -2.8% | -9.6% |
| 3M | -11.7% | -31.7% | +20.0% | -9.3% |
| 6M | +40.1% | -3.5% | +43.6% | +40.0% |
| YTD | +43.8% | +21.2% | +22.6% | +41.1% |
| 1Y | +66.6% | +0.1% | +66.6% | +65.0% |
| 3Y | +108.5% | -67.7% | +176.2% | +116.2% |
| 5Y | +114.0% | -76.2% | +190.2% | +119.4% |
| All | +114.0% | -77.3% | +191.3% | +119.4% |
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 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