-70.0%
CPNG vs ENPH
-76.8%
+6.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +0.8% |
| 7D | -7.6% | +3.4% | -11.0% | -8.3% |
| 30D | -8.8% | -10.3% | +1.4% | -7.0% |
| 3M | -7.2% | -31.4% | +24.1% | -0.9% |
| 6M | -21.5% | -10.1% | -11.4% | -22.2% |
| YTD | -37.4% | +14.6% | -52.0% | -42.2% |
| 1Y | -54.3% | -3.2% | -51.1% | -56.7% |
| 3Y | -20.3% | -69.5% | +49.2% | -10.4% |
| 5Y | -51.2% | -77.2% | +26.0% | -47.4% |
| All | -70.0% | -76.8% | +6.8% | -69.0% |
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