+284.1%
ENPH vs CDW
+983.6%
-699.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.8% | -2.7% | -1.0% |
| 7D | +4.1% | +9.3% | -5.2% | -2.2% |
| 30D | -11.4% | +15.8% | -27.2% | -20.4% |
| 3M | -30.5% | +21.8% | -52.3% | -40.8% |
| 6M | -20.2% | +58.8% | -79.0% | -45.6% |
| YTD | -9.3% | +22.8% | -32.0% | -27.4% |
| 1Y | -3.8% | +17.9% | -21.7% | -20.6% |
| 3Y | -61.5% | -17.4% | -44.1% | -60.7% |
| 5Y | -87.9% | -5.7% | -82.1% | -88.8% |
| 10Y | +2,519.8% | +319.5% | +2,200.3% | +825.6% |
| All | +284.1% | +983.6% | -699.5% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling