+273.8%
ENPH vs CDW
+1,039.4%
-765.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +0.9% |
| 7D | -10.3% | +2.6% | -12.9% | -11.8% |
| 30D | -10.1% | +20.4% | -30.5% | -21.4% |
| 3M | -33.1% | +28.5% | -61.6% | -45.0% |
| 6M | -24.8% | +70.6% | -95.4% | -51.2% |
| YTD | -11.7% | +29.1% | -40.8% | -31.7% |
| 1Y | -8.2% | +23.8% | -32.0% | -26.8% |
| 3Y | -63.7% | -14.5% | -49.2% | -63.8% |
| 5Y | -88.7% | -1.6% | -87.1% | -89.9% |
| 10Y | +2,382.5% | +322.0% | +2,060.4% | +770.5% |
| All | +273.8% | +1,039.4% | -765.5% | -10.1% |
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