+53.5%
CME vs ENPH
-68.2%
+121.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.8% | -7.9% | -1.0% |
| 7D | -2.9% | +9.3% | -12.1% | -2.7% |
| 30D | +5.5% | -7.3% | +12.8% | +5.4% |
| 3M | +11.0% | -31.7% | +42.7% | +10.5% |
| 6M | -9.7% | -3.5% | -6.2% | -9.7% |
| YTD | +4.9% | +21.2% | -16.3% | +5.0% |
| 1Y | +10.1% | +0.1% | +10.0% | +10.2% |
| 3Y | +53.5% | -67.7% | +121.2% | +58.4% |
| All | +53.5% | -68.2% | +121.7% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling