+142.2%
CI vs ENPH
+2,188.9%
-2,046.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | -1.4% |
| 7D | -1.7% | -7.6% | +5.8% | -1.4% |
| 30D | +4.9% | -16.4% | +21.3% | +5.6% |
| 3M | +7.4% | -34.3% | +41.7% | +9.4% |
| 6M | +0.4% | -28.5% | +28.9% | +0.8% |
| YTD | +9.5% | -16.4% | +25.9% | +7.9% |
| 1Y | +12.0% | -12.8% | +24.8% | +10.0% |
| 3Y | +7.1% | -65.7% | +72.8% | +8.0% |
| 5Y | +49.3% | -89.4% | +138.7% | +58.5% |
| All | +142.2% | +2,188.9% | -2,046.7% | +92.7% |
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