+328.7%
CFG vs ENPH
+86.8%
+241.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.7% |
| 7D | +0.3% | +4.1% | -3.9% | -0.1% |
| 30D | +3.2% | -11.4% | +14.6% | +4.1% |
| 3M | -9.7% | -30.5% | +20.8% | -7.1% |
| 6M | +3.6% | -20.2% | +23.9% | +4.0% |
| YTD | +14.7% | -9.3% | +24.0% | +12.5% |
| 1Y | +29.6% | -3.8% | +33.3% | +26.3% |
| 3Y | +190.6% | -61.5% | +252.1% | +196.2% |
| 5Y | +67.1% | -87.9% | +154.9% | +82.9% |
| 10Y | +237.0% | +2,519.8% | -2,282.8% | +150.7% |
| All | +328.7% | +86.8% | +241.9% | +249.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling