-37.7%
CAG vs ENPH
+1,908.3%
-1,946.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.7% |
| 7D | -5.7% | -0.1% | -5.6% | -5.7% |
| 30D | -2.4% | -10.8% | +8.4% | -2.3% |
| 3M | +9.8% | -33.8% | +43.6% | +10.3% |
| 6M | -10.8% | -16.1% | +5.3% | -11.0% |
| YTD | -10.8% | +13.4% | -24.2% | -11.7% |
| 1Y | -19.0% | -2.6% | -16.4% | -19.6% |
| 3Y | -39.7% | -70.3% | +30.6% | -39.6% |
| 5Y | -43.0% | -77.0% | +34.0% | -43.0% |
| All | -37.7% | +1,908.3% | -1,946.0% | -44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling