+134.5%
CVE vs ENPH
+2,272.5%
-2,138.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | -16.1% | +11.0% | -27.1% | -17.4% |
| 30D | -10.4% | -15.0% | +4.6% | -9.1% |
| 3M | -2.4% | -28.2% | +25.9% | +1.0% |
| 6M | -4.4% | -20.5% | +16.0% | -4.3% |
| YTD | +64.9% | -11.2% | +76.1% | +59.4% |
| 1Y | +66.0% | -8.7% | +74.7% | +59.3% |
| 3Y | +57.7% | -63.6% | +121.2% | +62.1% |
| 5Y | +144.7% | -88.0% | +232.8% | +180.7% |
| All | +134.5% | +2,272.5% | -2,138.0% | +68.4% |
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