+191.5%
CVS vs ENPH
+268.5%
-77.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -5.0% | +9.4% | +4.6% |
| 7D | -2.6% | -9.1% | +6.5% | -2.4% |
| 30D | +4.0% | -15.8% | +19.8% | +4.5% |
| 3M | -6.3% | -32.5% | +26.2% | -5.2% |
| 6M | -0.4% | -24.2% | +23.8% | -0.2% |
| YTD | +15.6% | -13.8% | +29.4% | +14.5% |
| 1Y | +18.3% | -15.8% | +34.2% | +17.2% |
| 3Y | +47.3% | -64.6% | +111.8% | +48.2% |
| 5Y | +13.2% | -88.1% | +101.2% | +17.0% |
| 10Y | +57.2% | +2,367.9% | -2,310.7% | +25.7% |
| All | +191.5% | +268.5% | -77.0% | +137.2% |
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 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