-0.4%
ENPH vs CRBG
+3.6%
-4.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | -2.4% | +5.7% | -8.1% | -5.5% |
| 30D | -6.6% | +2.6% | -9.2% | -8.3% |
| 3M | -46.8% | +31.6% | -78.4% | -56.7% |
| 6M | -14.7% | +32.8% | -47.6% | -30.0% |
| YTD | +13.5% | +16.5% | -3.0% | +3.6% |
| 1Y | -0.4% | +6.1% | -6.5% | -7.7% |
| All | -0.4% | +3.6% | -4.0% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling