+400.3%
ENPH vs CBOE
+1,144.6%
-744.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.3% |
| 7D | +3.4% | -0.8% | +4.1% | +3.6% |
| 30D | -10.3% | +2.7% | -13.0% | -11.2% |
| 3M | -31.4% | +0.7% | -32.1% | -32.4% |
| 6M | -10.1% | -2.0% | -8.2% | -12.1% |
| YTD | +14.6% | +17.1% | -2.6% | +4.7% |
| 1Y | -3.2% | +26.5% | -29.7% | -14.3% |
| 3Y | -69.5% | +96.1% | -165.6% | -78.0% |
| 5Y | -77.2% | +149.3% | -226.5% | -85.3% |
| 10Y | +1,940.0% | +386.5% | +1,553.5% | +860.1% |
| All | +400.3% | +1,144.6% | -744.3% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling