+1,919.4%
ENPH vs CPAY
+155.2%
+1,764.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.1% | -2.0% | +1.9% | +0.9% |
| 30D | -10.8% | -0.4% | -10.5% | -10.9% |
| 3M | -33.8% | +16.4% | -50.2% | -39.4% |
| 6M | -16.1% | +23.5% | -39.6% | -26.6% |
| YTD | +13.4% | +35.7% | -22.2% | -6.5% |
| 1Y | -2.6% | +30.2% | -32.8% | -18.0% |
| 3Y | -70.3% | +49.7% | -120.0% | -78.2% |
| 5Y | -77.0% | +56.6% | -133.6% | -83.9% |
| All | +1,919.4% | +155.2% | +1,764.3% | +839.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling