+2.3%
ENPH vs CP
+20.8%
-18.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.5% | +7.3% | +7.2% |
| 7D | +9.3% | +2.4% | +6.8% | +7.1% |
| 30D | -7.3% | -0.5% | -6.7% | -6.9% |
| 3M | -31.7% | +1.4% | -33.2% | -33.0% |
| 6M | -3.5% | +10.3% | -13.8% | -12.5% |
| YTD | +21.2% | +24.3% | -3.1% | +0.7% |
| All | +2.3% | +20.8% | -18.5% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling