+1,919.4%
ENPH vs CBOE
+368.5%
+1,550.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -0.8% |
| 7D | -0.1% | -5.8% | +5.8% | +1.5% |
| 30D | -10.8% | -3.1% | -7.7% | -10.3% |
| 3M | -33.8% | -4.8% | -29.1% | -33.6% |
| 6M | -16.1% | -0.6% | -15.6% | -18.3% |
| YTD | +13.4% | +12.8% | +0.6% | +5.1% |
| 1Y | -2.6% | +19.8% | -22.4% | -11.9% |
| 3Y | -70.3% | +86.9% | -157.2% | -78.2% |
| 5Y | -77.0% | +136.5% | -213.6% | -85.0% |
| All | +1,919.4% | +368.5% | +1,550.9% | +1,011.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling