+13.0%
CVS vs ENPH
-89.7%
+102.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.4% |
| 7D | +6.6% | -8.4% | +15.0% | +6.7% |
| 30D | -0.4% | -11.2% | +10.7% | -0.3% |
| 3M | -5.3% | -36.1% | +30.8% | -4.5% |
| 6M | -7.7% | -37.9% | +30.2% | -7.4% |
| YTD | +16.0% | -18.7% | +34.7% | +14.7% |
| 1Y | +16.2% | -9.8% | +26.0% | +14.3% |
| 3Y | +47.6% | -66.8% | +114.4% | +47.7% |
| All | +13.0% | -89.7% | +102.7% | +14.2% |
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