+61.8%
CME vs ENPH
-63.2%
+124.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.0% | +6.5% | +1.4% |
| 7D | +1.7% | -9.1% | +10.8% | +1.4% |
| 30D | +10.2% | -15.8% | +25.9% | +9.8% |
| 3M | +17.8% | -32.5% | +50.2% | +16.8% |
| 6M | +11.0% | -24.2% | +35.2% | +10.2% |
| YTD | +17.0% | -13.8% | +30.8% | +16.7% |
| 1Y | +15.8% | -15.8% | +31.6% | +15.4% |
| 3Y | +61.8% | -64.6% | +126.3% | +69.3% |
| All | +61.8% | -63.2% | +124.9% | +69.3% |
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