+292.3%
CCJ vs ENPH
+257.1%
+35.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.4% | +2.0% | -2.8% |
| 7D | +5.0% | -7.6% | +12.6% | +6.0% |
| 30D | -16.7% | -16.4% | -0.3% | -15.3% |
| 3M | -27.5% | -34.3% | +6.8% | -24.3% |
| 6M | -38.6% | -28.5% | -10.1% | -37.0% |
| YTD | -21.5% | -16.4% | -5.1% | -22.1% |
| 1Y | -22.3% | -12.8% | -9.5% | -23.2% |
| 3Y | +69.9% | -65.7% | +135.5% | +77.1% |
| 5Y | +163.6% | -89.4% | +252.9% | +203.4% |
| 10Y | +782.3% | +2,249.1% | -1,466.9% | +465.0% |
| All | +292.3% | +257.1% | +35.3% | +166.9% |
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