-67.7%
ENPH vs CP
+20.4%
-88.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -33.1% |
| 6M | -3.5% | +10.3% | -13.8% | -11.9% |
| YTD | +21.2% | +24.3% | -3.1% | +0.5% |
| 1Y | +0.1% | +20.4% | -20.4% | -15.0% |
| 3Y | -67.7% | +21.8% | -89.5% | -74.0% |
| All | -67.7% | +20.4% | -88.1% | -74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling