-50.5%
CPNG vs ENPH
-77.1%
+26.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.3% |
| 7D | -1.1% | -0.1% | -1.1% | -1.2% |
| 30D | -7.4% | -10.8% | +3.5% | -5.4% |
| 3M | -12.3% | -33.8% | +21.5% | -5.9% |
| 6M | -19.4% | -16.1% | -3.3% | -19.0% |
| YTD | -35.9% | +13.4% | -49.3% | -40.5% |
| 1Y | -53.4% | -2.6% | -50.8% | -55.8% |
| 3Y | -20.0% | -70.3% | +50.3% | -9.3% |
| All | -50.5% | -77.1% | +26.7% | -46.9% |
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