+2,186.8%
ENPH vs CAPR
-65.7%
+2,252.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.9% | +4.3% | -2.4% |
| 7D | -8.4% | +5.9% | -14.3% | -8.7% |
| 30D | -11.2% | +44.6% | -55.8% | -12.5% |
| 3M | -36.1% | +126.4% | -162.4% | -38.6% |
| 6M | -37.9% | -68.6% | +30.7% | -37.1% |
| YTD | -18.7% | -67.0% | +48.3% | -18.0% |
| 1Y | -9.8% | +65.2% | -75.0% | -23.0% |
| 3Y | -66.8% | +235.6% | -302.4% | -75.2% |
| 5Y | -89.6% | +175.4% | -265.1% | -92.4% |
| All | +2,186.8% | -65.7% | +2,252.6% | +1,532.4% |
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