+296.2%
ENPH vs CP
+603.0%
-306.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +0.6% |
| 7D | +4.1% | +2.8% | +1.3% | +2.0% |
| 30D | -11.4% | +11.3% | -22.7% | -18.3% |
| 3M | -30.5% | +2.9% | -33.4% | -32.0% |
| 6M | -20.2% | +9.8% | -30.0% | -26.2% |
| YTD | -9.3% | +28.5% | -37.8% | -25.5% |
| 1Y | -3.8% | +33.5% | -37.3% | -23.1% |
| 3Y | -61.5% | +31.9% | -93.5% | -69.1% |
| 5Y | -87.9% | +25.5% | -113.3% | -90.0% |
| 10Y | +2,519.8% | +257.6% | +2,262.2% | +894.1% |
| All | +296.2% | +603.0% | -306.8% | -22.5% |
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 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