+111.0%
CF vs ENPH
-88.7%
+199.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.6% |
| 7D | +10.4% | -10.3% | +20.7% | +10.8% |
| 30D | +7.6% | -10.1% | +17.7% | +7.9% |
| 3M | +5.2% | -33.1% | +38.3% | +7.0% |
| 6M | -0.1% | -24.8% | +24.8% | -0.3% |
| YTD | +61.7% | -11.7% | +73.4% | +56.8% |
| 1Y | +50.3% | -8.2% | +58.6% | +45.1% |
| 3Y | +66.0% | -63.7% | +129.7% | +68.3% |
| All | +111.0% | -88.7% | +199.7% | +151.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling