+347.6%
CSGP vs ENPH
+384.9%
-37.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -4.1% | -2.4% | -1.7% | -3.8% |
| 30D | +2.3% | -6.6% | +8.9% | +3.0% |
| 3M | -8.2% | -46.8% | +38.6% | -3.0% |
| 6M | -35.1% | -14.7% | -20.3% | -35.6% |
| YTD | -54.0% | +13.5% | -67.5% | -56.2% |
| 1Y | -65.3% | -0.4% | -64.9% | -66.6% |
| 3Y | -62.6% | -71.7% | +9.2% | -60.5% |
| 5Y | -64.8% | -79.1% | +14.3% | -62.8% |
| 10Y | +45.1% | +1,898.4% | -1,853.3% | -0.8% |
| All | +347.6% | +384.9% | -37.3% | +203.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling