+333.5%
CAT vs ENPH
-77.3%
+410.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.4% |
| YTD | +44.4% | +21.2% | +23.3% | +39.1% |
| 1Y | +96.3% | +0.1% | +96.2% | +91.6% |
| 3Y | +203.9% | -67.7% | +271.6% | +219.7% |
| 5Y | +333.5% | -76.2% | +409.7% | +368.9% |
| All | +333.5% | -77.3% | +410.8% | +368.9% |
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 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