+272.2%
CME vs ENPH
+1,936.5%
-1,664.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -2.4% | +1.5% | -3.9% | -2.4% |
| 30D | +6.2% | -12.9% | +19.0% | +6.6% |
| 3M | +4.4% | -27.1% | +31.5% | +5.2% |
| 6M | -9.6% | -15.4% | +5.8% | -9.8% |
| YTD | +3.8% | +15.0% | -11.2% | +2.1% |
| 1Y | +9.5% | -0.7% | +10.2% | +8.1% |
| 3Y | +51.9% | -69.3% | +121.3% | +54.2% |
| 5Y | +78.7% | -76.7% | +155.4% | +80.1% |
| All | +272.2% | +1,936.5% | -1,664.2% | +226.4% |
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