+635.1%
CSCO vs ENPH
+277.3%
+357.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +2.5% |
| 7D | -2.8% | -10.3% | +7.6% | -2.0% |
| 30D | -12.6% | -10.1% | -2.5% | -12.2% |
| 3M | -16.0% | -33.1% | +17.1% | -14.0% |
| 6M | +2.8% | -24.8% | +27.7% | +4.2% |
| YTD | +33.2% | -11.7% | +44.9% | +32.7% |
| 1Y | +43.1% | -8.2% | +51.3% | +42.1% |
| 3Y | +106.7% | -63.7% | +170.4% | +111.2% |
| 5Y | +103.6% | -88.7% | +192.3% | +118.6% |
| 10Y | +330.5% | +2,382.5% | -2,052.0% | +219.1% |
| All | +635.1% | +277.3% | +357.8% | +467.2% |
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