+287.9%
ENPH vs CAPR
-96.3%
+384.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.4% | -1.9% |
| 7D | +11.0% | +41.1% | -30.1% | +9.7% |
| 30D | -15.0% | +11.1% | -26.1% | -15.4% |
| 3M | -28.2% | +115.3% | -143.5% | -30.7% |
| 6M | -20.5% | -73.8% | +53.3% | -18.9% |
| YTD | -11.2% | -68.8% | +57.6% | -10.3% |
| 1Y | -8.7% | +43.3% | -52.0% | -20.2% |
| 3Y | -63.6% | +214.7% | -278.3% | -71.2% |
| 5Y | -88.0% | +141.3% | -229.3% | -90.7% |
| 10Y | +2,333.3% | -67.0% | +2,400.4% | +1,622.8% |
| All | +287.9% | -96.3% | +384.2% | +161.6% |
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