+395.5%
ENPH vs CAPR
-96.2%
+491.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.0% |
| 3M | -46.8% | -66.4% | +19.5% | -46.1% |
| 6M | -14.7% | -63.1% | +48.4% | -14.1% |
| YTD | +13.5% | -67.4% | +80.9% | +14.6% |
| 1Y | -0.4% | +58.2% | -58.7% | -13.5% |
| 3Y | -71.7% | +42.2% | -114.0% | -76.8% |
| 5Y | -79.1% | +87.3% | -166.3% | -83.5% |
| 10Y | +1,898.4% | -75.3% | +1,973.6% | +1,325.8% |
| All | +395.5% | -96.2% | +491.7% | +234.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling