+400.3%
ENPH vs CPAY
+924.4%
-524.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | +3.4% | -2.5% | +5.9% | +4.8% |
| 30D | -10.3% | +1.3% | -11.6% | -11.2% |
| 3M | -31.4% | +13.5% | -44.9% | -37.1% |
| 6M | -10.1% | +24.7% | -34.9% | -23.6% |
| YTD | +14.6% | +34.9% | -20.4% | -8.2% |
| 1Y | -3.2% | +29.7% | -32.9% | -20.7% |
| 3Y | -69.5% | +49.4% | -118.8% | -78.7% |
| 5Y | -77.2% | +53.5% | -130.7% | -84.7% |
| 10Y | +1,940.0% | +152.5% | +1,787.5% | +758.8% |
| All | +400.3% | +924.4% | -524.2% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling