-77.2%
ENPH vs CG
+5.5%
-82.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.0% | -1.4% | -3.3% |
| 7D | +3.4% | -6.4% | +9.8% | +7.1% |
| 30D | -10.3% | -7.1% | -3.2% | -6.8% |
| 3M | -31.4% | -1.6% | -29.8% | -31.1% |
| 6M | -10.1% | -8.3% | -1.8% | -7.0% |
| YTD | +14.6% | -23.8% | +38.4% | +30.4% |
| 1Y | -3.2% | -28.7% | +25.5% | +13.5% |
| 3Y | -69.5% | +49.2% | -118.6% | -79.6% |
| 5Y | -77.2% | +5.5% | -82.8% | -80.3% |
| All | -77.2% | +5.5% | -82.8% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling