+395.5%
ENPH vs CPB
+3.3%
+392.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.5% |
| 7D | -2.4% | -8.6% | +6.2% | -1.5% |
| 30D | -6.6% | -7.2% | +0.6% | -6.0% |
| 3M | -46.8% | +0.9% | -47.7% | -47.1% |
| 6M | -14.7% | -11.8% | -2.9% | -13.9% |
| YTD | +13.5% | -19.4% | +32.9% | +16.0% |
| 1Y | -0.4% | -30.4% | +30.0% | +3.4% |
| 3Y | -71.7% | -40.2% | -31.6% | -70.3% |
| 5Y | -79.1% | -39.5% | -39.6% | -78.1% |
| 10Y | +1,898.4% | -47.4% | +1,945.7% | +2,037.9% |
| All | +395.5% | +3.3% | +392.2% | +333.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling