+2,186.8%
ENPH vs CG
+278.5%
+1,908.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.2% |
| 7D | -8.4% | +0.2% | -8.6% | -8.6% |
| 30D | -11.2% | +11.2% | -22.4% | -16.3% |
| 3M | -36.1% | -22.1% | -14.0% | -26.8% |
| 6M | -37.9% | -17.9% | -20.0% | -31.4% |
| YTD | -18.7% | -31.3% | +12.6% | -2.0% |
| 1Y | -9.8% | -24.0% | +14.1% | +2.7% |
| 3Y | -66.8% | +45.0% | -111.8% | -76.5% |
| 5Y | -89.6% | -22.6% | -67.0% | -89.6% |
| All | +2,186.8% | +278.5% | +1,908.4% | +1,075.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling