+394.2%
COR vs ENPH
+1,936.5%
-1,542.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -4.8% | +1.5% | -6.3% | -4.9% |
| 30D | -3.7% | -12.9% | +9.2% | -3.4% |
| 3M | +14.3% | -27.1% | +41.5% | +15.1% |
| 6M | -8.5% | -15.4% | +7.0% | -8.7% |
| YTD | -4.4% | +15.0% | -19.4% | -6.1% |
| 1Y | +9.1% | -0.7% | +9.8% | +7.6% |
| 3Y | +85.2% | -69.3% | +154.5% | +88.0% |
| 5Y | +180.7% | -76.7% | +257.4% | +181.9% |
| All | +394.2% | +1,936.5% | -1,542.2% | +267.1% |
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