+169.4%
CCJ vs ENPH
-70.0%
+239.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | -0.9% |
| 7D | +4.2% | +3.4% | +0.8% | +3.8% |
| 30D | +3.2% | -10.3% | +13.4% | +4.3% |
| 3M | -1.8% | -31.4% | +29.6% | +1.6% |
| 6M | -13.5% | -10.1% | -3.4% | -12.8% |
| YTD | +9.7% | +14.6% | -4.8% | +7.8% |
| 1Y | +30.0% | -3.2% | +33.2% | +29.1% |
| All | +169.4% | -70.0% | +239.4% | +185.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling