+276.6%
ENPH vs CAPR
-96.4%
+372.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -9.9% | +5.0% | -4.6% |
| 7D | -9.1% | +7.6% | -16.8% | -9.4% |
| 30D | -15.8% | +13.3% | -29.0% | -16.2% |
| 3M | -32.5% | +130.4% | -162.8% | -34.9% |
| 6M | -24.2% | -70.8% | +46.6% | -23.0% |
| YTD | -13.8% | -69.3% | +55.5% | -12.9% |
| 1Y | -15.8% | +59.5% | -75.4% | -26.9% |
| 3Y | -64.6% | +216.8% | -281.3% | -72.0% |
| 5Y | -88.1% | +152.7% | -240.8% | -90.7% |
| 10Y | +2,367.9% | -68.2% | +2,436.1% | +1,648.9% |
| All | +276.6% | -96.4% | +372.9% | +154.1% |
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