+934.8%
CPRT vs ENPH
+384.9%
+549.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +2.2% | -2.4% | +4.6% | +2.4% |
| 30D | +16.6% | -6.6% | +23.3% | +17.2% |
| 3M | +9.6% | -46.8% | +56.4% | +14.4% |
| 6M | -11.1% | -14.7% | +3.6% | -11.5% |
| YTD | -13.9% | +13.5% | -27.3% | -16.8% |
| 1Y | -32.5% | -0.4% | -32.1% | -34.4% |
| 3Y | -25.0% | -71.7% | +46.7% | -22.1% |
| 5Y | -7.4% | -79.1% | +71.7% | -3.7% |
| 10Y | +422.0% | +1,898.4% | -1,476.4% | +300.3% |
| All | +934.8% | +384.9% | +549.8% | +706.4% |
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