+60.7%
COP vs ENPH
+8.1%
+52.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.7% | -8.9% | -5.0% |
| 7D | -8.1% | +26.3% | -34.4% | -7.4% |
| 30D | +6.7% | -5.7% | +12.3% | +6.8% |
| 3M | +16.9% | -24.5% | +41.4% | +16.4% |
| 6M | +11.2% | -3.0% | +14.2% | +10.8% |
| YTD | +49.5% | -1.6% | +51.1% | +46.6% |
| 1Y | +60.7% | +8.8% | +51.9% | +56.9% |
| All | +60.7% | +8.1% | +52.6% | +56.9% |
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 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