+34.2%
CVS vs ENPH
-77.4%
+111.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -2.0% | +1.5% | -3.5% | -2.0% |
| 30D | +1.9% | -12.9% | +14.8% | +2.2% |
| 3M | -2.2% | -27.1% | +24.9% | -1.7% |
| 6M | +26.7% | -15.4% | +42.2% | +26.6% |
| YTD | +22.9% | +15.0% | +7.9% | +20.9% |
| 1Y | +32.9% | -0.7% | +33.6% | +31.2% |
| 3Y | +62.3% | -69.3% | +131.6% | +63.0% |
| 5Y | +34.2% | -76.7% | +110.9% | +39.2% |
| All | +34.2% | -77.4% | +111.6% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling