+279.5%
COP vs ENPH
+384.9%
-105.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | +3.0% | -2.4% | +5.4% | +3.2% |
| 30D | +17.5% | -6.6% | +24.1% | +18.1% |
| 3M | +13.4% | -46.8% | +60.2% | +19.1% |
| 6M | +17.7% | -14.7% | +32.5% | +17.0% |
| YTD | +46.6% | +13.5% | +33.1% | +40.4% |
| 1Y | +44.6% | -0.4% | +45.0% | +39.4% |
| 3Y | +20.7% | -71.7% | +92.4% | +26.0% |
| 5Y | +185.0% | -79.1% | +264.1% | +194.4% |
| 10Y | +347.0% | +1,898.4% | -1,551.4% | +182.0% |
| All | +279.5% | +384.9% | -105.4% | +145.5% |
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