+423.3%
CNC vs ENPH
+389.6%
+33.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.5% |
| 7D | -4.9% | +3.4% | -8.2% | -5.1% |
| 30D | -3.8% | -10.3% | +6.5% | -3.2% |
| 3M | -3.2% | -31.4% | +28.1% | -1.3% |
| 6M | +47.9% | -10.1% | +58.0% | +46.7% |
| YTD | +55.7% | +14.6% | +41.1% | +50.5% |
| 1Y | +106.2% | -3.2% | +109.5% | +100.9% |
| 3Y | -2.1% | -69.5% | +67.4% | +0.5% |
| 5Y | +3.4% | -77.2% | +80.6% | +5.4% |
| 10Y | +91.7% | +1,940.0% | -1,848.3% | +28.8% |
| All | +423.3% | +389.6% | +33.7% | +256.1% |
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