+535.9%
CI vs ENPH
+384.9%
+151.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +1.3% | -2.4% | +3.7% | +1.4% |
| 30D | +4.4% | -6.6% | +11.1% | +4.7% |
| 3M | +0.7% | -46.8% | +47.5% | +3.4% |
| 6M | +0.3% | -14.7% | +15.1% | 0.0% |
| YTD | +3.8% | +13.5% | -9.7% | +1.3% |
| 1Y | -5.5% | -0.4% | -5.1% | -7.4% |
| 3Y | +8.1% | -71.7% | +79.9% | +10.7% |
| 5Y | +42.8% | -79.1% | +121.9% | +45.2% |
| 10Y | +143.9% | +1,898.4% | -1,754.5% | +88.4% |
| All | +535.9% | +384.9% | +151.0% | +391.2% |
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