+255.2%
ENPH vs CPB
+11.4%
+243.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.1% | -5.8% | -3.0% |
| 7D | -8.4% | -1.6% | -6.9% | -8.3% |
| 30D | -11.2% | +19.2% | -30.4% | -12.8% |
| 3M | -36.1% | -1.0% | -35.1% | -36.1% |
| 6M | -37.9% | +15.2% | -53.1% | -39.3% |
| YTD | -18.7% | -13.1% | -5.6% | -17.6% |
| 1Y | -9.8% | -22.4% | +12.6% | -7.5% |
| 3Y | -66.8% | -35.3% | -31.5% | -65.4% |
| 5Y | -89.6% | -33.0% | -56.6% | -89.3% |
| 10Y | +2,186.8% | -39.2% | +2,226.0% | +2,256.4% |
| All | +255.2% | +11.4% | +243.8% | +208.3% |
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