+214.6%
CVS vs ENPH
+384.9%
-170.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +4.0% | -2.4% | +6.3% | +4.0% |
| 30D | -2.4% | -6.6% | +4.2% | -2.2% |
| 3M | +2.7% | -46.8% | +49.5% | +4.7% |
| 6M | +21.9% | -14.7% | +36.6% | +21.7% |
| YTD | +24.7% | +13.5% | +11.3% | +22.6% |
| 1Y | +35.4% | -0.4% | +35.9% | +33.5% |
| 3Y | +65.2% | -71.7% | +136.9% | +68.0% |
| 5Y | +30.5% | -79.1% | +109.6% | +32.1% |
| 10Y | +40.4% | +1,898.4% | -1,858.0% | +13.1% |
| All | +214.6% | +384.9% | -170.3% | +154.1% |
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