+2,249.1%
ENPH vs CPB
-40.8%
+2,289.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.3% |
| 7D | -7.6% | -5.8% | -1.8% | -7.3% |
| 30D | -16.4% | +16.5% | -32.9% | -16.9% |
| 3M | -34.3% | -1.1% | -33.2% | -34.3% |
| 6M | -28.5% | +11.5% | -40.0% | -29.2% |
| YTD | -16.4% | -15.7% | -0.7% | -15.6% |
| 1Y | -12.8% | -24.7% | +11.9% | -11.6% |
| 3Y | -65.7% | -37.3% | -28.4% | -64.9% |
| 5Y | -89.4% | -35.0% | -54.3% | -89.1% |
| All | +2,249.1% | -40.8% | +2,289.9% | +2,630.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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