-67.7%
ENPH vs CPB
-40.5%
-27.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +5.0% | +6.4% |
| 7D | +9.3% | -8.2% | +17.5% | +11.0% |
| 30D | -7.3% | -5.6% | -1.7% | -6.4% |
| 3M | -31.7% | +3.0% | -34.7% | -32.9% |
| 6M | -3.5% | -12.7% | +9.2% | 0.0% |
| YTD | +21.2% | -18.0% | +39.1% | +28.0% |
| 1Y | +0.1% | -31.7% | +31.8% | +11.3% |
| 3Y | -67.7% | -41.0% | -26.8% | -62.0% |
| All | -67.7% | -40.5% | -27.2% | -62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling