+308.6%
CFG vs ENPH
+2,033.5%
-1,724.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.8% | -7.9% | -1.8% |
| 7D | +2.7% | +9.3% | -6.6% | +1.8% |
| 30D | -3.7% | -7.3% | +3.6% | -3.1% |
| 3M | +9.5% | -31.7% | +41.2% | +12.9% |
| 6M | +22.2% | -3.5% | +25.7% | +20.5% |
| YTD | +22.3% | +21.2% | +1.2% | +16.9% |
| 1Y | +39.4% | +0.1% | +39.4% | +35.2% |
| 3Y | +188.5% | -67.7% | +256.2% | +200.1% |
| 5Y | +101.5% | -76.2% | +177.8% | +108.7% |
| 10Y | +308.6% | +2,057.2% | -1,748.6% | +242.2% |
| All | +308.6% | +2,033.5% | -1,724.9% | +242.2% |
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 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