-16.0%
CAG vs ENPH
-7.2%
-8.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.5% | -1.5% |
| 7D | -6.6% | +3.4% | -10.0% | -6.2% |
| 30D | +2.3% | -10.3% | +12.6% | +1.3% |
| 3M | +16.3% | -31.4% | +47.7% | +12.5% |
| 6M | -16.0% | -10.1% | -5.9% | -19.1% |
| All | -16.0% | -7.2% | -8.9% | -19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling