+166.0%
JCI vs ENPH
-70.0%
+236.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.4% |
| 7D | +4.1% | +3.4% | +0.7% | +3.7% |
| 30D | -3.8% | -10.3% | +6.4% | -2.9% |
| 3M | -1.6% | -31.4% | +29.7% | +1.7% |
| 6M | +9.5% | -10.1% | +19.7% | +9.5% |
| YTD | +21.7% | +14.6% | +7.2% | +18.3% |
| 1Y | +37.1% | -3.2% | +40.4% | +34.4% |
| All | +166.0% | -70.0% | +236.0% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 3y: compounded portfolio wealth divided by compounded ENPH 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…
3y analysis · Full analysis span regression · 6 months rolling