-63.6%
ENPH vs CP
+26.5%
-90.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.3% |
| 7D | +11.0% | +2.8% | +8.2% | +8.6% |
| 30D | -15.0% | +10.2% | -25.2% | -21.5% |
| 3M | -28.2% | +2.4% | -30.6% | -29.5% |
| 6M | -20.5% | +7.7% | -28.1% | -25.8% |
| YTD | -11.2% | +26.0% | -37.2% | -27.3% |
| 1Y | -8.7% | +34.6% | -43.3% | -29.2% |
| 3Y | -63.6% | +26.7% | -90.3% | -71.2% |
| All | -63.6% | +26.5% | -90.1% | -71.2% |
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