-0.4%
ENPH vs CBOE
+29.2%
-29.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.4% | -3.6% | +1.3% | -3.3% |
| 30D | -6.6% | +5.1% | -11.7% | -5.0% |
| 3M | -46.8% | +4.6% | -51.4% | -45.4% |
| 6M | -14.7% | -0.3% | -14.5% | -11.5% |
| YTD | +13.5% | +19.8% | -6.3% | +15.8% |
| 1Y | -0.4% | +28.4% | -28.8% | +5.7% |
| All | -0.4% | +29.2% | -29.6% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling