+1,940.0%
ENPH vs CP
+224.3%
+1,715.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.3% | -4.5% |
| 7D | +3.4% | +0.6% | +2.8% | +2.9% |
| 30D | -10.3% | -0.5% | -9.8% | -9.9% |
| 3M | -31.4% | +0.1% | -31.5% | -31.9% |
| 6M | -10.1% | +7.8% | -17.9% | -16.0% |
| YTD | +14.6% | +22.9% | -8.3% | -3.3% |
| 1Y | -3.2% | +21.3% | -24.5% | -17.6% |
| 3Y | -69.5% | +20.4% | -89.8% | -74.0% |
| 5Y | -77.2% | +34.9% | -112.2% | -82.5% |
| 10Y | +1,940.0% | +233.3% | +1,706.7% | +735.3% |
| All | +1,940.0% | +224.3% | +1,715.7% | +735.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling