-77.7%
ENPH vs CP
+34.7%
-112.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | -0.1% |
| 7D | -2.4% | -2.7% | +0.3% | -0.3% |
| 30D | -6.6% | +0.2% | -6.8% | -6.8% |
| 3M | -46.8% | +2.6% | -49.4% | -48.3% |
| 6M | -14.7% | +6.0% | -20.7% | -19.0% |
| YTD | +13.5% | +24.9% | -11.5% | -5.1% |
| 1Y | -0.4% | +20.1% | -20.5% | -14.2% |
| 3Y | -71.7% | +16.4% | -88.1% | -75.2% |
| All | -77.7% | +34.7% | -112.5% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling