+1,160.4%
COR vs ENPH
+277.3%
+883.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.3% |
| 7D | -1.2% | -10.3% | +9.1% | -0.9% |
| 30D | +7.6% | -10.1% | +17.8% | +7.9% |
| 3M | +5.0% | -33.1% | +38.1% | +6.1% |
| 6M | +35.3% | -24.8% | +60.1% | +35.5% |
| YTD | +4.2% | -11.7% | +15.9% | +3.1% |
| 1Y | -3.4% | -8.2% | +4.8% | -4.6% |
| 3Y | +81.1% | -63.7% | +144.8% | +81.3% |
| 5Y | +195.8% | -88.7% | +284.5% | +206.6% |
| 10Y | +493.6% | +2,382.5% | -1,888.9% | +367.0% |
| All | +1,160.4% | +277.3% | +883.1% | +883.7% |
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