-10.1%
ENPH vs CBOE
-3.2%
-6.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.6% |
| 7D | +3.4% | -0.8% | +4.1% | +3.1% |
| 30D | -10.3% | +2.7% | -13.0% | -8.9% |
| 3M | -31.4% | +0.7% | -32.1% | -30.0% |
| 6M | -10.1% | -2.0% | -8.2% | -6.3% |
| All | -10.1% | -3.2% | -6.9% | -6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling