+254.0%
CVX vs ENPH
+417.7%
-163.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.2% | +0.1% |
| 7D | -0.6% | +9.3% | -9.8% | -1.2% |
| 30D | +13.4% | -7.3% | +20.7% | +13.9% |
| 3M | +11.8% | -31.7% | +43.6% | +14.3% |
| 6M | +12.4% | -3.5% | +15.9% | +10.9% |
| YTD | +41.5% | +21.2% | +20.3% | +36.3% |
| 1Y | +41.6% | +0.1% | +41.6% | +37.8% |
| 3Y | +42.2% | -67.7% | +109.9% | +45.7% |
| 5Y | +166.0% | -76.2% | +242.2% | +170.7% |
| 10Y | +207.2% | +2,057.2% | -1,850.0% | +117.9% |
| All | +254.0% | +417.7% | -163.8% | +155.6% |
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