-11.8%
CAG vs ENPH
-1.9%
-9.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -3.8% | -2.4% | -1.4% | -3.8% |
| 30D | +3.1% | -6.6% | +9.8% | +3.0% |
| 3M | +23.5% | -46.8% | +70.3% | +22.3% |
| 6M | -14.8% | -14.7% | -0.1% | -16.2% |
| YTD | -5.4% | +13.5% | -18.9% | -9.5% |
| 1Y | -11.8% | -0.4% | -11.4% | -14.3% |
| All | -11.8% | -1.9% | -9.9% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling