+206.6%
CFG vs ENPH
+2,188.9%
-1,982.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.3% |
| 7D | +1.6% | -7.6% | +9.2% | +2.4% |
| 30D | +3.3% | -16.4% | +19.7% | +4.8% |
| 3M | -11.5% | -34.3% | +22.8% | -8.2% |
| 6M | +6.2% | -28.5% | +34.8% | +7.8% |
| YTD | +14.3% | -16.4% | +30.7% | +12.6% |
| 1Y | +26.7% | -12.8% | +39.5% | +24.3% |
| 3Y | +187.8% | -65.7% | +253.4% | +196.9% |
| 5Y | +61.3% | -89.4% | +150.7% | +80.9% |
| All | +206.6% | +2,188.9% | -1,982.3% | +146.4% |
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 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