+2,057.2%
ENPH vs CAPR
-76.2%
+2,133.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.6% | +10.4% | +6.9% |
| 7D | +9.3% | -9.5% | +18.7% | +9.6% |
| 30D | -7.3% | +121.5% | -128.8% | -10.7% |
| 3M | -31.7% | -65.4% | +33.6% | -30.9% |
| 6M | -3.5% | -67.5% | +64.0% | -2.2% |
| YTD | +21.2% | -68.6% | +89.8% | +22.7% |
| 1Y | +0.1% | +42.7% | -42.6% | -14.3% |
| 3Y | -67.7% | +43.4% | -111.1% | -74.7% |
| 5Y | -76.2% | +86.0% | -162.3% | -82.3% |
| All | +2,057.2% | -76.2% | +2,133.4% | +1,508.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling