+991.7%
CAT vs ENPH
+384.9%
+606.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +1.7% | -2.4% | +4.1% | +1.9% |
| 30D | -6.6% | -6.6% | +0.1% | -6.1% |
| 3M | -13.3% | -46.8% | +33.5% | -8.9% |
| 6M | +11.6% | -14.7% | +26.4% | +12.1% |
| YTD | +42.9% | +13.5% | +29.5% | +39.3% |
| 1Y | +95.4% | -0.4% | +95.8% | +91.6% |
| 3Y | +196.6% | -71.7% | +268.3% | +211.1% |
| 5Y | +321.7% | -79.1% | +400.7% | +340.6% |
| 10Y | +1,140.8% | +1,898.4% | -757.6% | +755.9% |
| All | +991.7% | +384.9% | +606.8% | +653.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling