+450.6%
CCJ vs ENPH
+384.9%
+65.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +0.7% | -2.4% | +3.1% | +1.0% |
| 30D | +6.9% | -6.6% | +13.5% | +7.7% |
| 3M | -11.6% | -46.8% | +35.2% | -5.5% |
| 6M | -16.2% | -14.7% | -1.5% | -15.7% |
| YTD | +10.1% | +13.5% | -3.4% | +6.1% |
| 1Y | +32.3% | -0.4% | +32.7% | +28.6% |
| 3Y | +171.3% | -71.7% | +243.0% | +189.1% |
| 5Y | +372.4% | -79.1% | +451.5% | +407.8% |
| 10Y | +1,070.0% | +1,898.4% | -828.3% | +652.9% |
| All | +450.6% | +384.9% | +65.7% | +263.4% |
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