+552.4%
CRM vs ENPH
+384.7%
+167.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.1% |
| 7D | -4.4% | -0.1% | -4.4% | -4.5% |
| 30D | +28.1% | -10.8% | +39.0% | +29.5% |
| 3M | +48.8% | -33.8% | +82.7% | +54.1% |
| 6M | +28.3% | -16.1% | +44.4% | +27.6% |
| YTD | -6.0% | +13.4% | -19.4% | -10.4% |
| 1Y | +1.4% | -2.6% | +4.0% | -2.1% |
| 3Y | +11.8% | -70.3% | +82.1% | +16.3% |
| 5Y | -2.0% | -77.0% | +75.0% | +2.1% |
| 10Y | +239.6% | +1,919.4% | -1,679.8% | +115.5% |
| All | +552.4% | +384.7% | +167.7% | +323.5% |
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