+326.8%
CFG vs ENPH
+77.5%
+249.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.5% | 0.0% |
| 7D | +0.7% | -9.1% | +9.8% | +1.5% |
| 30D | +2.8% | -15.8% | +18.5% | +4.1% |
| 3M | -10.1% | -32.5% | +22.4% | -7.3% |
| 6M | +3.2% | -24.2% | +27.4% | +4.0% |
| YTD | +14.2% | -13.8% | +28.0% | +12.5% |
| 1Y | +27.4% | -15.8% | +43.2% | +25.7% |
| 3Y | +187.6% | -64.6% | +252.1% | +195.3% |
| 5Y | +65.7% | -88.1% | +153.8% | +81.7% |
| 10Y | +219.7% | +2,367.9% | -2,148.2% | +139.0% |
| All | +326.8% | +77.5% | +249.3% | +249.5% |
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