+60.0%
CSGP vs ENPH
+2,128.2%
-2,068.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.7% | +5.5% | +3.2% |
| 7D | +1.3% | -8.4% | +9.8% | +2.4% |
| 30D | +2.8% | -11.2% | +14.0% | +4.3% |
| 3M | -6.3% | -36.1% | +29.7% | -1.6% |
| 6M | -3.2% | -37.9% | +34.8% | 0.0% |
| YTD | -54.0% | -18.7% | -35.3% | -54.9% |
| 1Y | -54.8% | -9.8% | -45.0% | -56.3% |
| 3Y | -60.6% | -66.8% | +6.2% | -58.9% |
| 5Y | -62.6% | -89.6% | +27.0% | -57.0% |
| All | +60.0% | +2,128.2% | -2,068.2% | +25.3% |
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