+1,333.1%
CRWD vs ENPH
+113.2%
+1,219.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.4% | +0.1% |
| 7D | +2.2% | +3.4% | -1.2% | +1.4% |
| 30D | -7.7% | -10.3% | +2.6% | -5.8% |
| 3M | +28.9% | -31.4% | +60.3% | +38.1% |
| 6M | +91.5% | -10.1% | +101.6% | +89.1% |
| YTD | +77.3% | +14.6% | +62.7% | +61.8% |
| 1Y | +96.3% | -3.2% | +99.5% | +83.9% |
| 3Y | +394.5% | -69.5% | +464.0% | +440.8% |
| 5Y | +213.5% | -77.2% | +290.7% | +250.0% |
| All | +1,333.1% | +113.2% | +1,219.9% | +778.5% |
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