+881.6%
CME vs ENPH
+268.5%
+613.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.0% | +6.5% | +1.7% |
| 7D | +1.7% | -9.1% | +10.8% | +1.9% |
| 30D | +10.2% | -15.8% | +25.9% | +10.6% |
| 3M | +17.8% | -32.5% | +50.2% | +19.0% |
| 6M | +11.0% | -24.2% | +35.2% | +11.1% |
| YTD | +17.0% | -13.8% | +30.8% | +16.0% |
| 1Y | +15.8% | -15.8% | +31.6% | +14.8% |
| 3Y | +61.8% | -64.6% | +126.3% | +62.5% |
| 5Y | +72.5% | -88.1% | +160.5% | +78.0% |
| 10Y | +288.0% | +2,367.9% | -2,079.9% | +220.3% |
| All | +881.6% | +268.5% | +613.0% | +719.6% |
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