+62.6%
CSGP vs ENPH
+2,496.3%
-2,433.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.5% |
| 7D | -7.1% | -10.3% | +3.2% | -5.9% |
| 30D | +3.6% | -10.1% | +13.7% | +4.9% |
| 3M | -2.7% | -33.1% | +30.3% | +1.7% |
| 6M | -8.1% | -24.8% | +16.8% | -7.4% |
| YTD | -55.0% | -11.7% | -43.3% | -56.3% |
| 1Y | -55.8% | -8.2% | -47.5% | -57.3% |
| 3Y | -62.0% | -63.7% | +1.7% | -60.8% |
| 5Y | -62.9% | -88.7% | +25.8% | -57.7% |
| 10Y | +62.6% | +2,382.5% | -2,319.9% | +26.5% |
| All | +62.6% | +2,496.3% | -2,433.7% | +26.5% |
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 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