+586.1%
CI vs ENPH
+268.5%
+317.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.0% | +7.5% | +2.8% |
| 7D | +2.6% | -9.1% | +11.7% | +3.1% |
| 30D | +7.3% | -15.8% | +23.1% | +8.0% |
| 3M | +9.5% | -32.5% | +41.9% | +11.3% |
| 6M | +6.4% | -24.2% | +30.6% | +6.6% |
| YTD | +12.0% | -13.8% | +25.8% | +10.5% |
| 1Y | +20.1% | -15.8% | +35.9% | +18.5% |
| 3Y | +9.6% | -64.6% | +74.1% | +10.4% |
| 5Y | +52.7% | -88.1% | +140.8% | +60.1% |
| 10Y | +150.3% | +2,367.9% | -2,217.6% | +92.1% |
| All | +586.1% | +268.5% | +317.5% | +435.9% |
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