+264.9%
ENPH vs CPB
+8.0%
+256.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.3% |
| 7D | -7.6% | -5.8% | -1.8% | -7.0% |
| 30D | -16.4% | +16.5% | -32.9% | -17.7% |
| 3M | -34.3% | -1.1% | -33.2% | -34.3% |
| 6M | -28.5% | +11.5% | -40.0% | -29.8% |
| YTD | -16.4% | -15.7% | -0.7% | -15.1% |
| 1Y | -12.8% | -24.7% | +11.9% | -10.3% |
| 3Y | -65.7% | -37.3% | -28.4% | -64.1% |
| 5Y | -89.4% | -35.0% | -54.3% | -89.0% |
| 10Y | +2,249.1% | -41.0% | +2,290.2% | +2,328.8% |
| All | +264.9% | +8.0% | +256.8% | +217.8% |
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 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