+41.9%
CI vs ENPH
-77.3%
+119.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.8% | -8.6% | -2.0% |
| 7D | -2.0% | +9.3% | -11.3% | -2.2% |
| 30D | -1.8% | -7.3% | +5.4% | -1.7% |
| 3M | -4.2% | -31.7% | +27.5% | -3.4% |
| 6M | +2.7% | -3.5% | +6.2% | +1.9% |
| YTD | +1.9% | +21.2% | -19.2% | -0.4% |
| 1Y | -6.3% | +0.1% | -6.3% | -7.8% |
| 3Y | +3.9% | -67.7% | +71.6% | +4.9% |
| 5Y | +41.9% | -76.2% | +118.1% | +41.7% |
| All | +41.9% | -77.3% | +119.2% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling