+481.0%
CF vs ENPH
+2,435.8%
-1,954.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.0% | +7.5% | +3.0% |
| 7D | +4.8% | -9.1% | +13.9% | +5.4% |
| 30D | +9.7% | -15.8% | +25.5% | +10.8% |
| 3M | +1.2% | -32.5% | +33.7% | +3.9% |
| 6M | +7.4% | -24.2% | +31.5% | +7.4% |
| YTD | +60.5% | -13.8% | +74.3% | +56.0% |
| 1Y | +50.7% | -15.8% | +66.6% | +46.7% |
| 3Y | +64.8% | -64.6% | +129.4% | +67.3% |
| 5Y | +115.8% | -88.1% | +203.9% | +137.0% |
| 10Y | +481.0% | +2,367.9% | -1,886.8% | +293.6% |
| All | +481.0% | +2,435.8% | -1,954.7% | +293.6% |
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 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