+400.3%
ENPH vs COPX
+205.2%
+195.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.4% | -6.0% |
| 7D | +3.4% | +6.0% | -2.6% | -0.3% |
| 30D | -10.3% | +6.4% | -16.7% | -13.9% |
| 3M | -31.4% | +19.3% | -50.7% | -39.0% |
| 6M | -10.1% | +16.2% | -26.4% | -19.4% |
| YTD | +14.6% | +33.2% | -18.6% | -8.5% |
| 1Y | -3.2% | +90.2% | -93.4% | -39.7% |
| 3Y | -69.5% | +175.7% | -245.1% | -85.5% |
| 5Y | -77.2% | +193.1% | -270.4% | -90.1% |
| 10Y | +1,940.0% | +619.4% | +1,320.6% | +302.4% |
| All | +400.3% | +205.2% | +195.1% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling