+2,249.1%
ENPH vs CDW
+315.4%
+1,933.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | -7.6% | +9.1% | -16.7% | -13.0% |
| 30D | -16.4% | +13.7% | -30.1% | -24.1% |
| 3M | -34.3% | +27.0% | -61.3% | -45.8% |
| 6M | -28.5% | +75.9% | -104.4% | -55.3% |
| YTD | -16.4% | +28.9% | -45.3% | -35.9% |
| 1Y | -12.8% | +19.6% | -32.4% | -29.1% |
| 3Y | -65.7% | -14.6% | -51.0% | -65.7% |
| 5Y | -89.4% | -3.2% | -86.2% | -90.4% |
| All | +2,249.1% | +315.4% | +1,933.7% | +710.8% |
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