+1,092.2%
COR vs ENPH
+384.9%
+707.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | +2.8% | -2.4% | +5.1% | +2.8% |
| 30D | +4.5% | -6.6% | +11.2% | +4.7% |
| 3M | +22.7% | -46.8% | +69.5% | +24.7% |
| 6M | -9.7% | -14.7% | +5.0% | -9.9% |
| YTD | -1.4% | +13.5% | -14.9% | -3.0% |
| 1Y | +13.9% | -0.4% | +14.3% | +12.3% |
| 3Y | +94.0% | -71.7% | +165.7% | +97.1% |
| 5Y | +184.0% | -79.1% | +263.1% | +186.8% |
| 10Y | +406.8% | +1,898.4% | -1,491.6% | +300.9% |
| All | +1,092.2% | +384.9% | +707.3% | +824.8% |
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