-24.8%
ENPH vs CBRE
-7.9%
-16.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | -10.3% | -4.6% | -5.7% | -9.9% |
| 30D | -10.1% | +3.0% | -13.1% | -9.9% |
| 3M | -33.1% | -8.7% | -24.4% | -34.5% |
| 6M | -24.8% | -7.9% | -16.9% | -23.6% |
| All | -24.8% | -7.9% | -16.9% | -23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling