-70.3%
ENPH vs CGNX
+49.8%
-120.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.5% | -2.9% |
| 7D | -0.1% | +3.2% | -3.2% | -1.3% |
| 30D | -10.8% | +6.0% | -16.8% | -13.1% |
| 3M | -33.8% | +3.5% | -37.4% | -34.7% |
| 6M | -16.1% | +26.3% | -42.4% | -21.7% |
| YTD | +13.4% | +79.2% | -65.8% | -9.7% |
| 1Y | -2.6% | +43.8% | -46.4% | -15.6% |
| 3Y | -70.3% | +52.0% | -122.2% | -80.4% |
| All | -70.3% | +49.8% | -120.0% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 3y: compounded portfolio wealth divided by compounded CGNX 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…
3y analysis · Full analysis span regression · 6 months rolling