-63.2%
CSGP vs ENPH
-88.2%
+25.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -3.0% | -4.4% |
| 7D | +1.3% | +11.0% | -9.7% | -0.5% |
| 30D | +10.7% | -15.0% | +25.7% | +13.3% |
| 3M | +3.3% | -28.2% | +31.5% | +8.2% |
| 6M | -10.3% | -20.5% | +10.1% | -11.1% |
| YTD | -54.6% | -11.2% | -43.4% | -57.1% |
| 1Y | -54.6% | -8.7% | -46.0% | -57.5% |
| 3Y | -60.3% | -63.6% | +3.2% | -59.7% |
| All | -63.2% | -88.2% | +25.0% | -59.5% |
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 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