+639.5%
CEG vs ENPH
-73.6%
+713.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.9% |
| 7D | +8.0% | -2.4% | +10.4% | +8.3% |
| 30D | +12.9% | -6.6% | +19.6% | +13.7% |
| 3M | +13.2% | -46.8% | +60.0% | +20.1% |
| 6M | -7.0% | -14.7% | +7.8% | -6.6% |
| YTD | -15.0% | +13.5% | -28.5% | -18.5% |
| 1Y | -2.7% | -0.4% | -2.3% | -5.7% |
| 3Y | +184.1% | -71.7% | +255.8% | +210.5% |
| All | +639.5% | -73.6% | +713.1% | +711.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling