+1,940.0%
ENPH vs CPB
-44.2%
+1,984.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.5% |
| 7D | +3.4% | -8.0% | +11.4% | +3.7% |
| 30D | -10.3% | -2.4% | -7.9% | -10.2% |
| 3M | -31.4% | +0.5% | -31.9% | -31.5% |
| 6M | -10.1% | -10.5% | +0.3% | -9.6% |
| YTD | +14.6% | -17.5% | +32.1% | +15.8% |
| 1Y | -3.2% | -31.0% | +27.8% | -1.5% |
| 3Y | -69.5% | -40.6% | -28.8% | -68.8% |
| 5Y | -77.2% | -37.7% | -39.5% | -76.6% |
| 10Y | +1,940.0% | -43.4% | +1,983.4% | +2,056.0% |
| All | +1,940.0% | -44.2% | +1,984.2% | +2,056.0% |
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