+67.3%
CSGP vs ENPH
+2,696.2%
-2,628.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.1% | +2.0% |
| 7D | -1.8% | +4.1% | -5.9% | -2.4% |
| 30D | +5.3% | -11.4% | +16.7% | +6.7% |
| 3M | +3.3% | -30.5% | +33.9% | +7.5% |
| 6M | -4.7% | -20.2% | +15.6% | -4.7% |
| YTD | -53.5% | -9.3% | -44.3% | -55.0% |
| 1Y | -53.7% | -3.8% | -50.0% | -55.6% |
| 3Y | -59.7% | -61.5% | +1.8% | -58.8% |
| 5Y | -62.5% | -87.9% | +25.4% | -57.5% |
| 10Y | +67.3% | +2,519.8% | -2,452.6% | +29.1% |
| All | +67.3% | +2,696.2% | -2,628.9% | +29.1% |
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