+70.2%
CIFR vs ENPH
-68.4%
+138.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.2% |
| 7D | -5.0% | -0.1% | -5.0% | -4.9% |
| 30D | -5.7% | -10.8% | +5.1% | -2.1% |
| 3M | -25.5% | -33.8% | +8.3% | -15.2% |
| 6M | +19.4% | -16.1% | +35.5% | +25.8% |
| YTD | +14.2% | +13.4% | +0.7% | +5.7% |
| 1Y | +69.0% | -2.6% | +71.6% | +63.8% |
| 3Y | +503.9% | -70.3% | +574.2% | +662.3% |
| 5Y | +27.7% | -77.0% | +104.7% | +73.2% |
| All | +70.2% | -68.4% | +138.6% | +126.9% |
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 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