+142.0%
CNP vs ENPH
+2,128.2%
-1,986.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.2% | +0.8% |
| 7D | +1.3% | -8.4% | +9.7% | +1.8% |
| 30D | +3.8% | -11.2% | +15.0% | +4.4% |
| 3M | +2.4% | -36.1% | +38.4% | +4.9% |
| 6M | -1.2% | -37.9% | +36.7% | +0.5% |
| YTD | +9.3% | -18.7% | +27.9% | +7.9% |
| 1Y | +6.4% | -9.8% | +16.3% | +4.3% |
| 3Y | +66.4% | -66.8% | +133.2% | +69.2% |
| 5Y | +75.7% | -89.6% | +165.3% | +90.1% |
| All | +142.0% | +2,128.2% | -1,986.2% | +97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling