-16.1%
CEG vs ENPH
-14.2%
-1.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.6% |
| 7D | +12.1% | -8.4% | +20.5% | +12.7% |
| 30D | +0.2% | -11.2% | +11.4% | +0.7% |
| 3M | +0.7% | -36.1% | +36.8% | +2.9% |
| 6M | +2.2% | -37.9% | +40.2% | +7.0% |
| YTD | -20.3% | -18.7% | -1.7% | -18.0% |
| 1Y | -16.1% | -9.8% | -6.3% | -15.6% |
| All | -16.1% | -14.2% | -1.8% | -15.6% |
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