-88.7%
ENPH vs CG
-17.8%
-70.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +3.1% |
| 7D | -10.3% | -3.8% | -6.5% | -8.3% |
| 30D | -10.1% | +7.5% | -17.6% | -13.7% |
| 3M | -33.1% | -14.4% | -18.7% | -27.5% |
| 6M | -24.8% | -15.7% | -9.2% | -18.4% |
| YTD | -11.7% | -29.0% | +17.3% | +4.3% |
| 1Y | -8.2% | -22.1% | +13.9% | +3.0% |
| 3Y | -63.7% | +49.1% | -112.9% | -76.3% |
| 5Y | -88.7% | -18.4% | -70.3% | -87.7% |
| All | -88.7% | -17.8% | -70.9% | -87.7% |
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