-76.2%
ENPH vs CDW
-22.8%
-53.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -5.2% | +11.9% | +9.9% |
| 7D | +9.3% | -3.9% | +13.1% | +11.5% |
| 30D | -7.3% | +6.9% | -14.2% | -11.7% |
| 3M | -31.7% | +7.7% | -39.4% | -36.3% |
| 6M | -3.5% | +18.3% | -21.8% | -19.9% |
| YTD | +21.2% | +7.8% | +13.4% | +8.9% |
| 1Y | +0.1% | -12.2% | +12.2% | +3.2% |
| 3Y | -67.7% | -28.9% | -38.8% | -62.8% |
| 5Y | -76.2% | -22.8% | -53.5% | -75.9% |
| All | -76.2% | -22.8% | -53.5% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling