+487.0%
CF vs ENPH
+2,696.2%
-2,209.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.3% |
| 7D | -0.9% | +4.1% | -5.0% | -1.4% |
| 30D | +6.9% | -11.4% | +18.3% | +7.5% |
| 3M | +4.8% | -30.5% | +35.4% | +7.4% |
| 6M | +4.7% | -20.2% | +24.9% | +4.3% |
| YTD | +56.5% | -9.3% | +65.8% | +51.5% |
| 1Y | +48.4% | -3.8% | +52.2% | +42.6% |
| 3Y | +59.1% | -61.5% | +120.7% | +60.4% |
| 5Y | +109.5% | -87.9% | +197.4% | +130.0% |
| 10Y | +487.0% | +2,519.8% | -2,032.9% | +296.3% |
| All | +487.0% | +2,696.2% | -2,209.2% | +296.3% |
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 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