-61.5%
CSGP vs ENPH
-88.0%
+26.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.2% | +6.6% | -0.3% |
| 7D | +13.9% | +12.0% | +1.9% | +11.7% |
| 30D | +16.0% | -14.6% | +30.6% | +18.7% |
| 3M | +6.1% | -25.6% | +31.7% | +10.6% |
| 6M | -8.2% | -19.6% | +11.4% | -9.2% |
| YTD | -52.3% | -9.6% | -42.7% | -55.1% |
| 1Y | -54.5% | -10.0% | -44.5% | -57.2% |
| 3Y | -58.6% | -64.2% | +5.6% | -57.7% |
| 5Y | -61.5% | -87.8% | +26.3% | -58.0% |
| All | -61.5% | -88.0% | +26.5% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling