+193.3%
COP vs ENPH
-77.5%
+270.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.5% | +1.4% |
| 7D | -0.5% | +3.4% | -3.9% | -0.7% |
| 30D | +11.7% | -10.3% | +22.0% | +12.2% |
| 3M | +17.7% | -31.4% | +49.1% | +19.6% |
| 6M | +18.3% | -10.1% | +28.4% | +17.3% |
| YTD | +49.1% | +14.6% | +34.5% | +44.2% |
| 1Y | +53.3% | -3.2% | +56.5% | +49.6% |
| 3Y | +22.2% | -69.5% | +91.6% | +25.5% |
| 5Y | +193.3% | -77.2% | +270.6% | +219.4% |
| All | +193.3% | -77.5% | +270.8% | +219.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling