-76.2%
ENPH vs COO
-39.5%
-36.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.7% | +9.5% | +8.0% |
| 7D | +9.3% | -2.3% | +11.6% | +10.3% |
| 30D | -7.3% | -8.8% | +1.5% | -3.5% |
| 3M | -31.7% | +1.3% | -33.1% | -33.0% |
| 6M | -3.5% | -11.6% | +8.1% | +0.9% |
| YTD | +21.2% | -17.4% | +38.6% | +31.6% |
| 1Y | +0.1% | -1.6% | +1.7% | -0.9% |
| 3Y | -67.7% | -22.6% | -45.1% | -65.4% |
| 5Y | -76.2% | -40.3% | -35.9% | -72.3% |
| All | -76.2% | -39.5% | -36.8% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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