-46.6%
COIN vs ENPH
-76.2%
+29.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.2% |
| 7D | -5.1% | -0.1% | -5.0% | -5.2% |
| 30D | +17.6% | -10.8% | +28.4% | +21.7% |
| 3M | +9.2% | -33.8% | +43.1% | +22.5% |
| 6M | -11.8% | -16.1% | +4.4% | -12.2% |
| YTD | -22.5% | +13.4% | -35.9% | -33.4% |
| 1Y | -45.9% | -2.6% | -43.3% | -51.4% |
| 3Y | +117.4% | -70.3% | +187.6% | +158.4% |
| 5Y | -29.4% | -77.0% | +47.6% | -6.4% |
| All | -46.6% | -76.2% | +29.5% | -27.9% |
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