+285.6%
ENPH vs CBRE
+577.0%
-291.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.5% |
| 7D | -10.3% | -4.6% | -5.7% | -7.4% |
| 30D | -10.1% | +3.0% | -13.1% | -11.8% |
| 3M | -33.1% | -8.7% | -24.4% | -29.5% |
| 6M | -24.8% | -7.9% | -16.9% | -23.0% |
| YTD | -11.7% | -16.3% | +4.6% | -4.9% |
| 1Y | -8.2% | -13.1% | +4.9% | -3.6% |
| 3Y | -63.7% | +83.1% | -146.8% | -77.3% |
| 5Y | -88.7% | +27.7% | -116.4% | -91.2% |
| 10Y | +2,382.5% | +386.9% | +1,995.6% | +574.0% |
| All | +285.6% | +577.0% | -291.4% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling