+65.2%
CSGP vs ENPH
+2,272.5%
-2,207.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -3.0% | -4.5% |
| 7D | +1.3% | +11.0% | -9.7% | 0.0% |
| 30D | +10.7% | -15.0% | +25.7% | +12.7% |
| 3M | +3.3% | -28.2% | +31.5% | +7.1% |
| 6M | -10.3% | -20.5% | +10.1% | -10.3% |
| YTD | -54.6% | -11.2% | -43.4% | -55.9% |
| 1Y | -54.6% | -8.7% | -46.0% | -56.2% |
| 3Y | -60.3% | -63.6% | +3.2% | -59.1% |
| 5Y | -63.3% | -88.0% | +24.7% | -58.4% |
| All | +65.2% | +2,272.5% | -2,207.3% | +29.6% |
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