+12.9%
CVS vs ENPH
-89.4%
+102.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +0.4% |
| 7D | +10.4% | -7.6% | +18.0% | +10.5% |
| 30D | +3.3% | -16.4% | +19.7% | +3.5% |
| 3M | -4.5% | -34.3% | +29.8% | -3.8% |
| 6M | -4.4% | -28.5% | +24.2% | -4.4% |
| YTD | +16.6% | -16.4% | +33.1% | +15.2% |
| 1Y | +15.3% | -12.8% | +28.1% | +13.7% |
| 3Y | +48.6% | -65.7% | +114.2% | +48.6% |
| 5Y | +12.9% | -89.4% | +102.2% | +13.7% |
| All | +12.9% | -89.4% | +102.2% | +13.7% |
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