+597.8%
CSCO vs ENPH
+247.6%
+350.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.7% | -3.6% | -6.1% |
| 7D | +1.9% | -8.4% | +10.3% | +2.5% |
| 30D | -15.8% | -11.2% | -4.7% | -15.3% |
| 3M | -15.4% | -36.1% | +20.7% | -13.1% |
| 6M | -5.4% | -37.9% | +32.5% | -2.9% |
| YTD | +26.5% | -18.7% | +45.1% | +26.6% |
| 1Y | +25.9% | -9.8% | +35.7% | +25.2% |
| 3Y | +97.5% | -66.8% | +164.4% | +103.0% |
| 5Y | +93.0% | -89.6% | +182.7% | +108.4% |
| 10Y | +308.6% | +2,186.8% | -1,878.2% | +204.5% |
| All | +597.8% | +247.6% | +350.2% | +441.3% |
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