+1,158.6%
COR vs ENPH
+257.1%
+901.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.3% |
| 3M | +11.4% | -34.3% | +45.7% | +12.6% |
| 6M | +34.5% | -28.5% | +63.0% | +34.8% |
| YTD | +4.1% | -16.4% | +20.5% | +3.1% |
| 1Y | -3.1% | -12.8% | +9.7% | -4.2% |
| 3Y | +80.9% | -65.7% | +146.5% | +81.3% |
| 5Y | +195.1% | -89.4% | +284.5% | +206.4% |
| 10Y | +492.7% | +2,249.1% | -1,756.4% | +367.1% |
| All | +1,158.6% | +257.1% | +901.6% | +883.8% |
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