+395.5%
ENPH vs CBRE
+643.7%
-248.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -2.4% | -2.0% | -0.4% | -1.2% |
| 30D | -6.6% | -2.2% | -4.4% | -5.5% |
| 3M | -46.8% | +12.9% | -59.7% | -51.7% |
| 6M | -14.7% | +4.3% | -19.1% | -19.2% |
| YTD | +13.5% | -8.0% | +21.5% | +15.6% |
| 1Y | -0.4% | -8.6% | +8.1% | +1.7% |
| 3Y | -71.7% | +71.9% | -143.6% | -81.5% |
| 5Y | -79.1% | +50.0% | -129.1% | -85.3% |
| 10Y | +1,898.4% | +390.1% | +1,508.3% | +446.1% |
| All | +395.5% | +643.7% | -248.2% | -14.6% |
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 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