-88.6%
ENPH vs CRBG
+117.3%
-205.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -2.0% |
| 7D | -0.1% | +0.6% | -0.6% | -0.4% |
| 30D | -10.8% | +2.6% | -13.5% | -11.9% |
| 3M | -33.8% | +24.0% | -57.8% | -40.3% |
| 6M | -16.1% | +50.5% | -66.6% | -30.0% |
| YTD | +13.4% | +17.1% | -3.7% | +4.9% |
| 1Y | -2.6% | +5.9% | -8.5% | -6.8% |
| 3Y | -70.3% | +122.7% | -193.0% | -81.3% |
| All | -88.6% | +117.3% | -205.9% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling