+96.3%
CAT vs ENPH
-1.9%
+98.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.7% | +0.1% |
| 7D | +5.6% | +9.3% | -3.7% | +4.3% |
| 30D | -2.3% | -7.3% | +4.9% | -1.5% |
| 3M | -10.0% | -31.7% | +21.7% | -6.4% |
| 6M | +21.2% | -3.5% | +24.7% | +21.2% |
| YTD | +44.4% | +21.2% | +23.3% | +43.1% |
| 1Y | +96.3% | +0.1% | +96.2% | +88.3% |
| All | +96.3% | -1.9% | +98.2% | +88.3% |
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