+9.3%
CME vs ENPH
-1.9%
+11.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -1.6% | -2.4% | +0.8% | -1.7% |
| 30D | +6.2% | -6.6% | +12.9% | +6.0% |
| 3M | +10.4% | -46.8% | +57.2% | +8.8% |
| 6M | -9.5% | -14.7% | +5.2% | -9.8% |
| YTD | +6.0% | +13.5% | -7.5% | +6.7% |
| 1Y | +9.3% | -0.4% | +9.7% | +9.9% |
| All | +9.3% | -1.9% | +11.2% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling