+196.4%
CFG vs ENPH
-69.9%
+266.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +1.5% | -2.4% | +3.9% | +1.8% |
| 30D | -3.8% | -6.6% | +2.8% | -3.3% |
| 3M | +11.5% | -46.8% | +58.3% | +18.1% |
| 6M | +19.2% | -14.7% | +33.9% | +18.6% |
| YTD | +23.7% | +13.5% | +10.2% | +17.8% |
| 1Y | +38.8% | -0.4% | +39.3% | +33.4% |
| All | +196.4% | -69.9% | +266.3% | +223.2% |
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