+395.5%
ENPH vs COO
+242.8%
+152.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +1.0% |
| 7D | -2.4% | -2.2% | -0.1% | -1.0% |
| 30D | -6.6% | -7.0% | +0.4% | -2.6% |
| 3M | -46.8% | +12.2% | -59.0% | -51.8% |
| 6M | -14.7% | -15.1% | +0.4% | -8.2% |
| YTD | +13.5% | -15.1% | +28.6% | +22.5% |
| 1Y | -0.4% | +2.3% | -2.7% | -4.8% |
| 3Y | -71.7% | -23.7% | -48.1% | -69.1% |
| 5Y | -79.1% | -38.9% | -40.2% | -73.9% |
| 10Y | +1,898.4% | +49.9% | +1,848.4% | +1,195.0% |
| All | +395.5% | +242.8% | +152.7% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling