+73.0%
CF vs ENPH
-71.4%
+144.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | +6.0% | -2.4% | +8.4% | +6.1% |
| 30D | +14.8% | -6.6% | +21.5% | +14.9% |
| 3M | +14.1% | -46.8% | +60.9% | +16.1% |
| 6M | +28.5% | -14.7% | +43.3% | +28.1% |
| YTD | +74.9% | +13.5% | +61.5% | +69.9% |
| 1Y | +61.7% | -0.4% | +62.1% | +57.8% |
| All | +73.0% | -71.4% | +144.4% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling