+8.9%
CAT vs ENPH
+8.1%
+0.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.7% | -8.9% | -5.8% |
| 7D | -17.1% | +26.3% | -43.4% | -20.0% |
| 30D | -30.1% | -5.7% | -24.4% | -29.7% |
| 3M | -32.4% | -24.5% | -7.9% | -29.8% |
| 6M | -32.1% | -3.0% | -29.1% | -31.9% |
| YTD | +4.1% | -1.6% | +5.7% | +0.4% |
| 1Y | +8.9% | +8.8% | +0.1% | +1.9% |
| All | +8.9% | +8.1% | +0.8% | +1.9% |
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