-77.3%
ENPH vs CPAY
+55.3%
-132.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.1% | -2.0% | +1.9% | +0.8% |
| 30D | -10.8% | -0.4% | -10.5% | -10.9% |
| 3M | -33.8% | +16.4% | -50.2% | -39.0% |
| 6M | -16.1% | +23.5% | -39.6% | -25.8% |
| YTD | +13.4% | +35.7% | -22.2% | -5.2% |
| 1Y | -2.6% | +30.2% | -32.8% | -16.9% |
| 3Y | -70.3% | +49.7% | -120.0% | -78.8% |
| All | -77.3% | +55.3% | -132.6% | -87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling