+6.0%
CVE vs ENPH
+286.3%
-280.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.2% | +5.4% | -1.8% |
| 7D | -14.1% | +12.0% | -26.1% | -15.4% |
| 30D | -11.6% | -14.6% | +2.9% | -10.5% |
| 3M | 0.0% | -25.6% | +25.7% | +2.7% |
| 6M | -8.4% | -19.6% | +11.2% | -8.3% |
| YTD | +65.9% | -9.6% | +75.5% | +60.9% |
| 1Y | +69.4% | -10.0% | +79.4% | +64.0% |
| 3Y | +55.9% | -64.2% | +120.1% | +60.5% |
| 5Y | +146.2% | -87.8% | +234.0% | +176.8% |
| 10Y | +140.6% | +2,376.1% | -2,235.4% | +48.6% |
| All | +6.0% | +286.3% | -280.2% | -29.8% |
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