+76.0%
CNP vs ENPH
-87.9%
+163.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.0% | +6.0% | +1.3% |
| 7D | -3.0% | -9.1% | +6.1% | -2.7% |
| 30D | +6.8% | -15.8% | +22.6% | +7.5% |
| 3M | +3.6% | -32.5% | +36.1% | +5.2% |
| 6M | 0.0% | -24.2% | +24.2% | 0.0% |
| YTD | +9.4% | -13.8% | +23.2% | +7.7% |
| 1Y | +6.8% | -15.8% | +22.7% | +5.2% |
| 3Y | +64.2% | -64.6% | +128.7% | +65.7% |
| 5Y | +76.0% | -88.1% | +164.1% | +88.0% |
| All | +76.0% | -87.9% | +163.9% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling