+901.9%
CME vs ENPH
+257.1%
+644.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | 0.0% |
| 7D | +2.7% | -7.6% | +10.2% | +2.9% |
| 30D | +13.5% | -16.4% | +29.9% | +14.0% |
| 3M | +20.9% | -34.3% | +55.2% | +22.2% |
| 6M | +11.5% | -28.5% | +40.1% | +11.8% |
| YTD | +19.5% | -16.4% | +35.9% | +18.5% |
| 1Y | +17.2% | -12.8% | +30.0% | +16.1% |
| 3Y | +65.1% | -65.7% | +130.8% | +66.0% |
| 5Y | +73.1% | -89.4% | +162.5% | +79.4% |
| 10Y | +305.3% | +2,249.1% | -1,943.8% | +235.1% |
| All | +901.9% | +257.1% | +644.9% | +737.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling