+203.9%
CAT vs ENPH
-68.2%
+272.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.7% | +0.3% |
| 7D | +5.6% | +9.3% | -3.7% | +4.5% |
| 30D | -2.3% | -7.3% | +4.9% | -1.6% |
| 3M | -10.0% | -31.7% | +21.7% | -6.6% |
| 6M | +21.2% | -3.5% | +24.7% | +20.6% |
| YTD | +44.4% | +21.2% | +23.3% | +39.8% |
| 1Y | +96.3% | +0.1% | +96.2% | +92.2% |
| 3Y | +203.9% | -67.7% | +271.6% | +226.1% |
| All | +203.9% | -68.2% | +272.1% | +226.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling