+130.1%
CVE vs ENPH
+2,696.2%
-2,566.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.2% |
| 7D | -10.1% | +4.1% | -14.2% | -10.6% |
| 30D | -12.1% | -11.4% | -0.7% | -11.3% |
| 3M | -1.9% | -30.5% | +28.7% | +1.9% |
| 6M | -1.8% | -20.2% | +18.4% | -1.7% |
| YTD | +65.8% | -9.3% | +75.1% | +59.7% |
| 1Y | +60.8% | -3.8% | +64.6% | +53.3% |
| 3Y | +70.1% | -61.5% | +131.6% | +73.7% |
| 5Y | +134.8% | -87.9% | +222.6% | +168.9% |
| 10Y | +130.1% | +2,519.8% | -2,389.7% | +62.6% |
| All | +130.1% | +2,696.2% | -2,566.1% | +62.6% |
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