-67.7%
ENPH vs CBRE
+67.4%
-135.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.8% | +10.5% | +8.7% |
| 7D | +9.3% | -1.5% | +10.8% | +9.8% |
| 30D | -7.3% | -4.0% | -3.3% | -5.6% |
| 3M | -31.7% | +8.0% | -39.7% | -35.6% |
| 6M | -3.5% | +4.0% | -7.4% | -8.0% |
| YTD | +21.2% | -11.5% | +32.7% | +27.1% |
| 1Y | +0.1% | -13.0% | +13.1% | +6.0% |
| 3Y | -67.7% | +66.9% | -134.6% | -82.6% |
| All | -67.7% | +67.4% | -135.1% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 3y: compounded portfolio wealth divided by compounded CBRE 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…
3y analysis · Full analysis span regression · 6 months rolling