+62.0%
CFG vs ENPH
-88.2%
+150.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | -0.9% | +11.0% | -11.9% | -2.1% |
| 30D | +1.1% | -15.0% | +16.1% | +2.5% |
| 3M | -12.0% | -28.2% | +16.2% | -9.2% |
| 6M | -2.2% | -20.5% | +18.2% | -2.1% |
| YTD | +11.4% | -11.2% | +22.6% | +8.4% |
| 1Y | +27.8% | -8.7% | +36.5% | +23.8% |
| 3Y | +173.3% | -63.6% | +236.9% | +178.7% |
| All | +62.0% | -88.2% | +150.2% | +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 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