+180.9%
COR vs ENPH
-77.5%
+258.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | -0.6% |
| 7D | -3.9% | +3.4% | -7.3% | -3.8% |
| 30D | -0.3% | -10.3% | +9.9% | -0.6% |
| 3M | +15.9% | -31.4% | +47.3% | +15.1% |
| 6M | -10.3% | -10.1% | -0.1% | -10.2% |
| YTD | -3.7% | +14.6% | -18.3% | -3.3% |
| 1Y | +9.1% | -3.2% | +12.3% | +9.5% |
| 3Y | +86.6% | -69.5% | +156.0% | +87.8% |
| 5Y | +180.9% | -77.2% | +258.2% | +186.3% |
| All | +180.9% | -77.5% | +258.5% | +186.3% |
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