-31.9%
CEG vs ENPH
+8.1%
-40.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.7% | -10.4% | -6.9% |
| 7D | -4.8% | +26.3% | -31.0% | -6.2% |
| 30D | -8.2% | -5.7% | -2.5% | -8.0% |
| 3M | -7.9% | -24.5% | +16.6% | -6.7% |
| 6M | -23.2% | -3.0% | -20.2% | -20.1% |
| YTD | -30.1% | -1.6% | -28.6% | -29.4% |
| 1Y | -31.9% | +8.8% | -40.7% | -32.4% |
| All | -31.9% | +8.1% | -40.0% | -32.4% |
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 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