+579.5%
CEG vs ENPH
-79.5%
+659.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +2.3% |
| 7D | +11.8% | -10.3% | +22.1% | +13.1% |
| 30D | -6.5% | -10.1% | +3.6% | -5.7% |
| 3M | -1.2% | -33.1% | +31.9% | +2.7% |
| 6M | -8.0% | -24.8% | +16.8% | -6.3% |
| YTD | -21.9% | -11.7% | -10.2% | -23.4% |
| 1Y | -21.4% | -8.2% | -13.2% | -23.3% |
| 3Y | +130.0% | -63.7% | +193.7% | +135.5% |
| All | +579.5% | -79.5% | +659.0% | +662.9% |
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