-1.5%
COF vs ENPH
-1.9%
+0.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +1.8% | -2.4% | +4.2% | +2.0% |
| 30D | -0.6% | -6.6% | +6.1% | 0.0% |
| 3M | +20.3% | -46.8% | +67.1% | +26.5% |
| 6M | +13.0% | -14.7% | +27.8% | +12.5% |
| YTD | -8.3% | +13.5% | -21.8% | -11.8% |
| 1Y | -1.5% | -0.4% | -1.1% | -5.5% |
| All | -1.5% | -1.9% | +0.5% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling