+50.4%
CF vs ENPH
-14.0%
+64.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.4% | +6.7% | +0.9% |
| 7D | +5.4% | -7.6% | +12.9% | +4.8% |
| 30D | +6.5% | -16.4% | +22.9% | +5.6% |
| 3M | +4.6% | -34.3% | +38.9% | +2.2% |
| 6M | -3.3% | -28.5% | +25.2% | -3.9% |
| YTD | +63.9% | -16.4% | +80.3% | +57.5% |
| 1Y | +50.4% | -12.8% | +63.2% | +42.4% |
| All | +50.4% | -14.0% | +64.4% | +42.4% |
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