-70.2%
ENPH vs CAPR
+56.4%
-126.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | -2.4% | -2.0% | -0.4% | -2.4% |
| 30D | -6.6% | +139.2% | -145.8% | -7.4% |
| 3M | -46.8% | -66.4% | +19.5% | -46.6% |
| 6M | -14.7% | -63.1% | +48.4% | -14.5% |
| YTD | +13.5% | -67.4% | +80.9% | +13.9% |
| 1Y | -0.4% | +58.2% | -58.7% | -4.7% |
| All | -70.2% | +56.4% | -126.7% | -75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling