-69.8%
ENPH vs CBOE
+93.5%
-163.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.1% |
| 7D | +1.5% | -3.7% | +5.2% | +0.9% |
| 30D | -12.9% | +2.0% | -14.8% | -12.4% |
| 3M | -27.1% | -4.2% | -22.9% | -26.9% |
| 6M | -15.4% | +1.2% | -16.6% | -14.5% |
| YTD | +15.0% | +15.4% | -0.4% | +16.2% |
| 1Y | -0.7% | +23.5% | -24.2% | +0.6% |
| All | -69.8% | +93.5% | -163.3% | -72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling