+141.0%
CI vs ENPH
+1,928.7%
-1,787.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.3% | +1.1% |
| 7D | -1.1% | +3.4% | -4.5% | -1.3% |
| 30D | +0.5% | -10.3% | +10.7% | +0.9% |
| 3M | -5.2% | -31.4% | +26.2% | -3.7% |
| 6M | +4.3% | -10.1% | +14.5% | +3.6% |
| YTD | +2.8% | +14.6% | -11.8% | 0.0% |
| 1Y | -5.8% | -3.2% | -2.6% | -7.7% |
| 3Y | +4.7% | -69.5% | +74.2% | +6.8% |
| 5Y | +42.7% | -77.2% | +119.9% | +44.3% |
| 10Y | +141.0% | +1,940.0% | -1,799.0% | +98.5% |
| All | +141.0% | +1,928.7% | -1,787.8% | +98.5% |
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 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