+287.9%
ENPH vs CP
+589.1%
-301.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.4% |
| 7D | +11.0% | +2.8% | +8.2% | +8.8% |
| 30D | -15.0% | +10.2% | -25.2% | -21.0% |
| 3M | -28.2% | +2.4% | -30.6% | -29.5% |
| 6M | -20.5% | +7.7% | -28.1% | -25.3% |
| YTD | -11.2% | +26.0% | -37.2% | -25.9% |
| 1Y | -8.7% | +34.6% | -43.3% | -27.6% |
| 3Y | -63.6% | +26.7% | -90.3% | -69.8% |
| 5Y | -88.0% | +24.9% | -112.9% | -90.1% |
| 10Y | +2,333.3% | +258.6% | +2,074.7% | +822.1% |
| All | +287.9% | +589.1% | -301.2% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling