+876.8%
CPRT vs ENPH
+247.6%
+629.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | -0.3% |
| 7D | -0.4% | -8.4% | +8.1% | +0.3% |
| 30D | +21.2% | -11.2% | +32.3% | +22.0% |
| 3M | +8.3% | -36.1% | +44.4% | +11.7% |
| 6M | -3.4% | -37.9% | +34.6% | -1.3% |
| YTD | -18.7% | -18.7% | 0.0% | -19.7% |
| 1Y | -23.5% | -9.8% | -13.7% | -25.2% |
| 3Y | -34.2% | -66.8% | +32.7% | -32.8% |
| 5Y | -18.2% | -89.6% | +71.4% | -10.3% |
| 10Y | +370.9% | +2,186.8% | -1,815.9% | +263.6% |
| All | +876.8% | +247.6% | +629.2% | +678.5% |
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