+1,056.5%
CCJ vs ENPH
+1,908.3%
-851.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | -4.0% | -0.1% | -4.0% | -4.1% |
| 30D | -2.4% | -10.8% | +8.5% | -1.0% |
| 3M | -2.3% | -33.8% | +31.5% | +2.3% |
| 6M | -16.2% | -16.1% | -0.1% | -15.5% |
| YTD | +5.7% | +13.4% | -7.7% | +1.5% |
| 1Y | +21.3% | -2.6% | +23.9% | +18.1% |
| 3Y | +159.4% | -70.3% | +229.6% | +176.5% |
| 5Y | +300.7% | -77.0% | +377.7% | +330.8% |
| All | +1,056.5% | +1,908.3% | -851.8% | +698.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling