+20.8%
COP vs ENPH
-68.2%
+89.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.2% | +0.4% |
| 7D | -0.8% | +9.3% | -10.1% | -1.1% |
| 30D | +15.6% | -7.3% | +22.8% | +15.8% |
| 3M | +14.3% | -31.7% | +46.1% | +15.7% |
| 6M | +17.0% | -3.5% | +20.5% | +15.8% |
| YTD | +47.4% | +21.2% | +26.3% | +43.0% |
| 1Y | +52.4% | +0.1% | +52.4% | +49.1% |
| 3Y | +20.8% | -67.7% | +88.5% | +21.4% |
| All | +20.8% | -68.2% | +89.0% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling