+2,367.9%
ENPH vs CDW
+329.6%
+2,038.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.9% | -7.8% | -6.9% |
| 7D | -9.1% | +13.1% | -22.2% | -16.8% |
| 30D | -15.8% | +19.1% | -34.9% | -26.1% |
| 3M | -32.5% | +24.7% | -57.2% | -43.6% |
| 6M | -24.2% | +63.4% | -87.5% | -49.9% |
| YTD | -13.8% | +26.3% | -40.1% | -32.9% |
| 1Y | -15.8% | +20.6% | -36.4% | -32.1% |
| 3Y | -64.6% | -16.3% | -48.2% | -64.1% |
| 5Y | -88.1% | -3.9% | -84.1% | -89.2% |
| 10Y | +2,367.9% | +331.5% | +2,036.4% | +806.6% |
| All | +2,367.9% | +329.6% | +2,038.3% | +806.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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