-75.9%
ENPH vs CBRE
+45.3%
-121.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.8% | +10.5% | +9.0% |
| 7D | +9.3% | -1.5% | +10.8% | +9.9% |
| 30D | -7.3% | -4.0% | -3.3% | -5.4% |
| 3M | -31.7% | +8.0% | -39.7% | -36.1% |
| 6M | -3.5% | +4.0% | -7.4% | -8.4% |
| YTD | +21.2% | -11.5% | +32.7% | +26.7% |
| 1Y | +0.1% | -13.0% | +13.1% | +5.6% |
| 3Y | -67.7% | +66.9% | -134.6% | -79.4% |
| All | -75.9% | +45.3% | -121.3% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling