+475.2%
COR vs ENPH
+2,188.9%
-1,713.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.2% | 0.0% |
| 7D | +2.9% | -7.6% | +10.4% | +3.1% |
| 30D | +5.8% | -16.4% | +22.2% | +6.2% |
| 3M | +11.4% | -34.3% | +45.7% | +12.5% |
| 6M | +34.5% | -28.5% | +63.0% | +34.7% |
| YTD | +4.1% | -16.4% | +20.5% | +3.0% |
| 1Y | -3.1% | -12.8% | +9.7% | -4.3% |
| 3Y | +80.9% | -65.7% | +146.5% | +81.0% |
| 5Y | +195.1% | -89.4% | +284.5% | +208.0% |
| All | +475.2% | +2,188.9% | -1,713.7% | +344.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling