+95.4%
CAT vs ENPH
-1.9%
+97.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +1.7% | -2.4% | +4.1% | +2.0% |
| 30D | -6.6% | -6.6% | +0.1% | -5.9% |
| 3M | -13.3% | -46.8% | +33.5% | -7.6% |
| 6M | +11.6% | -14.7% | +26.4% | +12.9% |
| YTD | +42.9% | +13.5% | +29.5% | +42.9% |
| 1Y | +95.4% | -0.4% | +95.8% | +89.2% |
| All | +95.4% | -1.9% | +97.4% | +89.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling