-77.3%
ENPH vs COPX
+163.4%
-240.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -0.1% | -2.3% | +2.3% | +1.1% |
| 30D | -10.8% | +0.3% | -11.1% | -11.3% |
| 3M | -33.8% | +6.8% | -40.6% | -36.8% |
| 6M | -16.1% | +7.9% | -24.1% | -20.5% |
| YTD | +13.4% | +23.7% | -10.3% | -3.6% |
| 1Y | -2.6% | +71.5% | -74.1% | -32.9% |
| 3Y | -70.3% | +149.1% | -219.4% | -84.2% |
| All | -77.3% | +163.4% | -240.7% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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