-78.4%
ENPH vs CAPR
+84.7%
-163.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -2.4% | -2.0% | -0.4% | -2.3% |
| 30D | -6.6% | +139.2% | -145.8% | -8.3% |
| 3M | -46.8% | -66.4% | +19.5% | -46.4% |
| 6M | -14.7% | -63.1% | +48.4% | -14.3% |
| YTD | +13.5% | -67.4% | +80.9% | +14.2% |
| 1Y | -0.4% | +58.2% | -58.7% | -8.7% |
| 3Y | -71.7% | +42.2% | -114.0% | -78.0% |
| All | -78.4% | +84.7% | -163.1% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling