+135.8%
CCI vs ENPH
+417.7%
-281.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.8% | -6.6% | -0.2% |
| 7D | +0.2% | +9.3% | -9.1% | -0.3% |
| 30D | +0.5% | -7.3% | +7.8% | +0.8% |
| 3M | -16.3% | -31.7% | +15.5% | -14.9% |
| 6M | -13.9% | -3.5% | -10.5% | -14.8% |
| YTD | -12.4% | +21.2% | -33.6% | -14.8% |
| 1Y | -15.2% | +0.1% | -15.2% | -16.8% |
| 3Y | -9.9% | -67.7% | +57.8% | -8.1% |
| 5Y | -50.8% | -76.2% | +25.4% | -49.9% |
| 10Y | +18.3% | +2,057.2% | -2,038.9% | -3.4% |
| All | +135.8% | +417.7% | -281.9% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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