+10.7%
CARR vs ENPH
-77.1%
+87.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.6% |
| 7D | -3.8% | -0.1% | -3.7% | -3.8% |
| 30D | -8.9% | -10.8% | +1.9% | -7.6% |
| 3M | -17.3% | -33.8% | +16.5% | -13.1% |
| 6M | -1.4% | -16.1% | +14.7% | -1.2% |
| YTD | +10.0% | +13.4% | -3.4% | +4.4% |
| 1Y | -6.4% | -2.6% | -3.8% | -9.8% |
| 3Y | +1.5% | -70.3% | +71.8% | +9.6% |
| All | +10.7% | -77.1% | +87.8% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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