+382.9%
COF vs ENPH
+389.6%
-6.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | -0.9% |
| 7D | -2.7% | +3.4% | -6.0% | -3.0% |
| 30D | -3.4% | -10.3% | +6.9% | -2.5% |
| 3M | +15.4% | -31.4% | +46.8% | +18.9% |
| 6M | +14.4% | -10.1% | +24.6% | +13.7% |
| YTD | -12.0% | +14.6% | -26.6% | -15.1% |
| 1Y | -3.7% | -3.2% | -0.5% | -6.1% |
| 3Y | +121.1% | -69.5% | +190.5% | +129.9% |
| 5Y | +47.8% | -77.2% | +125.1% | +53.2% |
| 10Y | +250.3% | +1,940.0% | -1,689.7% | +138.8% |
| All | +382.9% | +389.6% | -6.7% | +233.9% |
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