+568.0%
CF vs ENPH
+2,272.5%
-1,704.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.8% |
| 7D | -3.2% | +11.0% | -14.2% | -4.2% |
| 30D | +4.3% | -15.0% | +19.3% | +5.3% |
| 3M | +2.8% | -28.2% | +31.0% | +5.0% |
| 6M | +0.6% | -20.5% | +21.1% | +0.3% |
| YTD | +56.6% | -11.2% | +67.8% | +52.0% |
| 1Y | +49.6% | -8.7% | +58.3% | +44.5% |
| 3Y | +61.5% | -63.6% | +125.1% | +63.6% |
| 5Y | +124.0% | -88.0% | +212.0% | +145.9% |
| All | +568.0% | +2,272.5% | -1,704.5% | +367.1% |
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